# QSR config sweep — account `Paper03QSR` — 2026-09-28

100 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% | 100 | 23 | 32 | 45 | 42% | -1.11% | -111.15% |
| TP 5%, ATR≥2% | 93 | 23 | 28 | 42 | 45% | -1.04% | -96.46% |
| TP 5%, ATR≥2.5% | 63 | 21 | 15 | 27 | 58% | -0.65% | -40.77% |
| TP 5%, ATR≥3% | 46 | 20 | 9 | 17 | 69% | +0.08% | +3.61% |
| TP 5%, >MA200 | 52 | 17 | 14 | 21 | 55% | -0.34% | -17.75% |
| TP 5%, ATR≥2%, >MA200 | 50 | 17 | 14 | 19 | 55% | -0.37% | -18.73% |
| TP 5%, ATR≥2.5%, >MA200 | 32 | 16 | 6 | 10 | 73% | +0.68% | +21.66% |
| TP 5%, ATR≥3%, >MA200 | 26 | 15 | 5 | 6 | 75% | +1.22% | +31.72% |
| TP 4% | 100 | 28 | 31 | 41 | 47% | -1.15% | -114.56% |
| TP 4%, ATR≥2% | 93 | 28 | 27 | 38 | 51% | -1.07% | -99.87% |
| TP 4%, ATR≥2.5% | 63 | 24 | 15 | 24 | 62% | -0.85% | -53.58% |
| TP 4%, ATR≥3% | 46 | 22 | 9 | 15 | 71% | -0.34% | -15.73% |
| TP 4%, >MA200 | 52 | 20 | 13 | 19 | 61% | -0.34% | -17.47% |
| TP 4%, ATR≥2%, >MA200 | 50 | 20 | 13 | 17 | 61% | -0.37% | -18.45% |
| TP 4%, ATR≥2.5%, >MA200 | 32 | 18 | 6 | 8 | 75% | +0.45% | +14.28% |
| TP 4%, ATR≥3%, >MA200 | 26 | 16 | 5 | 5 | 76% | +0.68% | +17.81% |
| TP =stop | 100 | 20 | 34 | 46 | 37% | -0.90% | -89.82% |
| TP =stop, ATR≥2% | 93 | 20 | 30 | 43 | 40% | -0.81% | -75.13% |
| TP =stop, ATR≥2.5% | 63 | 18 | 17 | 28 | 51% | -0.30% | -18.89% |
| TP =stop, ATR≥3% | 46 | 17 | 11 | 18 | 61% | +0.55% | +25.35% |
| TP =stop, >MA200 | 52 | 16 | 14 | 22 | 53% | +0.39% | +20.51% |
| TP =stop, ATR≥2%, >MA200 | 50 | 16 | 14 | 20 | 53% | +0.39% | +19.53% |
| TP =stop, ATR≥2.5%, >MA200 | 32 | 15 | 6 | 11 | 71% | +1.88% | +60.01% |
| TP =stop, ATR≥3%, >MA200 | 26 | 14 | 5 | 7 | 74% | +2.69% | +69.92% |

## 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 | 100 | 23 | 32 | 45 | 42% | -1.11% | -111.15% |
| relVol≥0.5 | 100 | 23 | 32 | 45 | 42% | -1.11% | -111.15% |
| relVol≥0.8 | 84 | 14 | 29 | 41 | 33% | -1.59% | -133.43% |
| relVol≥1 | 66 | 11 | 22 | 33 | 33% | -1.54% | -101.45% |
| relVol≥1.2 | 50 | 9 | 14 | 27 | 39% | -1.36% | -67.81% |
| MA50 slope≥-1.5% | 86 | 13 | 29 | 44 | 31% | -1.67% | -143.80% |
| MA50 slope≥-0.5% | 65 | 11 | 22 | 32 | 33% | -1.87% | -121.47% |
| MA50 slope≥0% | 48 | 8 | 18 | 22 | 31% | -2.19% | -105.03% |
| MA50 slope≥0.5% | 28 | 7 | 8 | 13 | 47% | -1.51% | -42.14% |
| ATR≥3%, no other check | 46 | 20 | 9 | 17 | 69% | +0.08% | +3.61% |
| ATR≥3%, relVol≥0.5 | 46 | 20 | 9 | 17 | 69% | +0.08% | +3.61% |
| ATR≥3%, relVol≥0.8 | 34 | 12 | 7 | 15 | 63% | -0.59% | -20.08% |
| ATR≥3%, relVol≥1 | 28 | 9 | 5 | 14 | 64% | -0.80% | -22.40% |
| ATR≥3%, relVol≥1.2 | 21 | 7 | 4 | 10 | 64% | -1.17% | -24.49% |
| ATR≥3%, MA50 slope≥-1.5% | 36 | 11 | 8 | 17 | 58% | -0.93% | -33.39% |
| ATR≥3%, MA50 slope≥-0.5% | 29 | 9 | 8 | 12 | 53% | -1.51% | -43.81% |
| ATR≥3%, MA50 slope≥0% | 22 | 6 | 7 | 9 | 46% | -2.10% | -46.23% |
| ATR≥3%, MA50 slope≥0.5% | 17 | 6 | 6 | 5 | 50% | -1.48% | -25.16% |