# QSR config sweep — account `Paper02qsr` — 2026-10-09

42 real QSR buy events (closed + open, US tickers only), replayed from their real entry price. Stop = live rule (min(3×ATR%, 10%)). 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 8% (live) | 42 | 16 | 18 | 8 | 47% | -1.05% | -44.13% |
| TP 8% (live), ATR≥2% | 42 | 16 | 18 | 8 | 47% | -1.05% | -44.13% |
| TP 8% (live), ATR≥2.5% | 36 | 13 | 16 | 7 | 45% | -1.51% | -54.42% |
| TP 8% (live), ATR≥3% | 25 | 11 | 12 | 2 | 48% | -1.19% | -29.67% |
| TP 8% (live), >MA200 | 20 | 9 | 7 | 4 | 56% | +0.28% | +5.66% |
| TP 8% (live), ATR≥2%, >MA200 | 20 | 9 | 7 | 4 | 56% | +0.28% | +5.66% |
| TP 8% (live), ATR≥2.5%, >MA200 | 18 | 8 | 6 | 4 | 57% | +0.22% | +3.92% |
| TP 8% (live), ATR≥3%, >MA200 | 14 | 8 | 5 | 1 | 62% | +0.91% | +12.71% |
| TP 5% | 42 | 24 | 13 | 5 | 65% | -0.16% | -6.88% |
| TP 5%, ATR≥2% | 42 | 24 | 13 | 5 | 65% | -0.16% | -6.88% |
| TP 5%, ATR≥2.5% | 36 | 20 | 12 | 4 | 63% | -0.55% | -19.86% |
| TP 5%, ATR≥3% | 25 | 17 | 8 | 0 | 68% | +0.30% | +7.43% |
| TP 5%, >MA200 | 20 | 11 | 7 | 2 | 61% | -0.55% | -11.07% |
| TP 5%, ATR≥2%, >MA200 | 20 | 11 | 7 | 2 | 61% | -0.55% | -11.07% |
| TP 5%, ATR≥2.5%, >MA200 | 18 | 10 | 6 | 2 | 63% | -0.55% | -9.82% |
| TP 5%, ATR≥3%, >MA200 | 14 | 9 | 5 | 0 | 64% | -0.32% | -4.48% |
| TP =stop | 42 | 12 | 18 | 12 | 40% | -1.06% | -44.48% |
| TP =stop, ATR≥2% | 42 | 12 | 18 | 12 | 40% | -1.06% | -44.48% |
| TP =stop, ATR≥2.5% | 36 | 9 | 16 | 11 | 36% | -1.44% | -51.98% |
| TP =stop, ATR≥3% | 25 | 7 | 12 | 6 | 37% | -1.08% | -26.92% |
| TP =stop, >MA200 | 20 | 5 | 7 | 8 | 42% | +0.07% | +1.39% |
| TP =stop, ATR≥2%, >MA200 | 20 | 5 | 7 | 8 | 42% | +0.07% | +1.39% |
| TP =stop, ATR≥2.5%, >MA200 | 18 | 4 | 6 | 8 | 40% | +0.04% | +0.67% |
| TP =stop, ATR≥3%, >MA200 | 14 | 4 | 5 | 5 | 44% | +0.68% | +9.47% |

## 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 | 16 | 18 | 8 | 47% | -1.05% | -44.13% |
| relVol≥0.5 | 42 | 16 | 18 | 8 | 47% | -1.05% | -44.13% |
| relVol≥0.8 | 33 | 13 | 15 | 5 | 46% | -0.96% | -31.79% |
| relVol≥1 | 23 | 7 | 11 | 5 | 39% | -2.19% | -50.47% |
| relVol≥1.2 | 18 | 5 | 9 | 4 | 36% | -2.68% | -48.18% |
| MA50 slope≥-1.5% | 39 | 16 | 15 | 8 | 52% | -0.36% | -14.13% |
| MA50 slope≥-0.5% | 33 | 16 | 12 | 5 | 57% | +0.18% | +6.09% |
| MA50 slope≥0% | 22 | 10 | 10 | 2 | 50% | -1.13% | -24.85% |
| MA50 slope≥0.5% | 18 | 7 | 9 | 2 | 44% | -2.25% | -40.46% |
| MA200 slope≥0% | 26 | 13 | 8 | 5 | 62% | +1.30% | +33.83% |
| MA200 slope≥0.25% | 26 | 13 | 8 | 5 | 62% | +1.30% | +33.83% |
| ATR≥3%, no other check | 25 | 11 | 12 | 2 | 48% | -1.19% | -29.67% |
| ATR≥3%, relVol≥0.5 | 25 | 11 | 12 | 2 | 48% | -1.19% | -29.67% |
| ATR≥3%, relVol≥0.8 | 20 | 8 | 10 | 2 | 44% | -1.68% | -33.67% |
| ATR≥3%, relVol≥1 | 18 | 6 | 10 | 2 | 38% | -2.76% | -49.67% |
| ATR≥3%, relVol≥1.2 | 13 | 4 | 8 | 1 | 33% | -3.64% | -47.38% |
| ATR≥3%, MA50 slope≥-1.5% | 22 | 11 | 9 | 2 | 55% | +0.01% | +0.33% |
| ATR≥3%, MA50 slope≥-0.5% | 21 | 11 | 9 | 1 | 55% | +0.10% | +2.13% |
| ATR≥3%, MA50 slope≥0% | 17 | 8 | 9 | 0 | 47% | -1.39% | -23.57% |
| ATR≥3%, MA50 slope≥0.5% | 15 | 6 | 9 | 0 | 40% | -2.64% | -39.57% |
| ATR≥3%, MA200 slope≥0% | 12 | 8 | 3 | 1 | 73% | +2.73% | +32.71% |
| ATR≥3%, MA200 slope≥0.25% | 12 | 8 | 3 | 1 | 73% | +2.73% | +32.71% |