# QSR config sweep — account `Paper02qsr` — 2026-09-28

42 real QSR buy events (closed + open, US tickers only), replayed from their real entry price. Stop = live rule (min(2×ATR%, 8%)). Row 1 is the live config.

> Daily bars from the day AFTER entry, stop-first on a bar spanning both, open trades marked to last close. Buys are not independent (same-day entries move together) — a filter that only removes a handful of trades is noise. Research only.

| Config | Buys taken | Hit TP | Stopped | Still open | Win % (resolved) | Avg %/buy | Total % |
|---|---|---|---|---|---|---|---|
| TP 5% | 42 | 21 | 15 | 6 | 58% | +0.13% | +5.33% |
| TP 5%, ATR≥2% | 42 | 21 | 15 | 6 | 58% | +0.13% | +5.33% |
| TP 5%, ATR≥2.5% | 36 | 18 | 12 | 6 | 60% | +0.10% | +3.54% |
| TP 5%, ATR≥3% | 25 | 15 | 7 | 3 | 68% | +0.84% | +20.98% |
| TP 5%, >MA200 | 20 | 9 | 8 | 3 | 53% | -0.48% | -9.62% |
| TP 5%, ATR≥2%, >MA200 | 20 | 9 | 8 | 3 | 53% | -0.48% | -9.62% |
| TP 5%, ATR≥2.5%, >MA200 | 18 | 8 | 7 | 3 | 53% | -0.58% | -10.45% |
| TP 5%, ATR≥3%, >MA200 | 14 | 7 | 4 | 3 | 64% | +0.07% | +1.04% |
| TP 4% | 42 | 22 | 14 | 6 | 61% | -0.18% | -7.39% |
| TP 4%, ATR≥2% | 42 | 22 | 14 | 6 | 61% | -0.18% | -7.39% |
| TP 4%, ATR≥2.5% | 36 | 18 | 12 | 6 | 60% | -0.40% | -14.46% |
| TP 4%, ATR≥3% | 25 | 15 | 7 | 3 | 68% | +0.24% | +5.98% |
| TP 4%, >MA200 | 20 | 9 | 8 | 3 | 53% | -0.93% | -18.62% |
| TP 4%, ATR≥2%, >MA200 | 20 | 9 | 8 | 3 | 53% | -0.93% | -18.62% |
| TP 4%, ATR≥2.5%, >MA200 | 18 | 8 | 7 | 3 | 53% | -1.03% | -18.45% |
| TP 4%, ATR≥3%, >MA200 | 14 | 7 | 4 | 3 | 64% | -0.43% | -5.96% |
| TP =stop | 42 | 17 | 17 | 8 | 50% | -0.26% | -11.03% |
| TP =stop, ATR≥2% | 42 | 17 | 17 | 8 | 50% | -0.26% | -11.03% |
| TP =stop, ATR≥2.5% | 36 | 13 | 15 | 8 | 46% | -0.56% | -20.20% |
| TP =stop, ATR≥3% | 25 | 10 | 10 | 5 | 50% | -0.15% | -3.77% |
| TP =stop, >MA200 | 20 | 8 | 8 | 4 | 50% | -0.10% | -1.92% |
| TP =stop, ATR≥2%, >MA200 | 20 | 8 | 8 | 4 | 50% | -0.10% | -1.92% |
| TP =stop, ATR≥2.5%, >MA200 | 18 | 7 | 7 | 4 | 50% | -0.13% | -2.39% |
| TP =stop, ATR≥3%, >MA200 | 14 | 6 | 4 | 4 | 60% | +0.61% | +8.55% |

## Buy-check thresholds (TP 5%)

> relVol here is the PRIOR full day's volume ÷ 20-day average; the live check reads today's partial volume at trigger time, so live thresholds are not directly comparable.

| Config | Buys taken | Hit TP | Stopped | Still open | Win % (resolved) | Avg %/buy | Total % |
|---|---|---|---|---|---|---|---|
| no other check | 42 | 21 | 15 | 6 | 58% | +0.13% | +5.33% |
| relVol≥0.5 | 42 | 21 | 15 | 6 | 58% | +0.13% | +5.33% |
| relVol≥0.8 | 33 | 19 | 10 | 4 | 66% | +0.81% | +26.57% |
| relVol≥1 | 23 | 14 | 8 | 1 | 64% | +0.67% | +15.48% |
| relVol≥1.2 | 18 | 10 | 7 | 1 | 59% | +0.18% | +3.20% |
| MA50 slope≥-1.5% | 39 | 21 | 12 | 6 | 64% | +0.75% | +29.33% |
| MA50 slope≥-0.5% | 33 | 19 | 11 | 3 | 63% | +0.91% | +30.07% |
| MA50 slope≥0% | 22 | 11 | 8 | 3 | 58% | +0.17% | +3.65% |
| MA50 slope≥0.5% | 18 | 9 | 6 | 3 | 60% | +0.22% | +4.01% |
| ATR≥3%, no other check | 25 | 15 | 7 | 3 | 68% | +0.84% | +20.98% |
| ATR≥3%, relVol≥0.5 | 25 | 15 | 7 | 3 | 68% | +0.84% | +20.98% |
| ATR≥3%, relVol≥0.8 | 20 | 14 | 5 | 1 | 74% | +1.60% | +31.98% |
| ATR≥3%, relVol≥1 | 18 | 12 | 5 | 1 | 71% | +1.22% | +21.98% |
| ATR≥3%, relVol≥1.2 | 13 | 8 | 4 | 1 | 67% | +0.75% | +9.69% |
| ATR≥3%, MA50 slope≥-1.5% | 22 | 15 | 4 | 3 | 79% | +2.04% | +44.98% |
| ATR≥3%, MA50 slope≥-0.5% | 21 | 14 | 4 | 3 | 78% | +1.90% | +39.98% |
| ATR≥3%, MA50 slope≥0% | 17 | 10 | 4 | 3 | 71% | +1.18% | +19.98% |
| ATR≥3%, MA50 slope≥0.5% | 15 | 8 | 4 | 3 | 67% | +0.67% | +9.98% |