# QSR config sweep — account `Paper03QSR` — 2026-10-03

106 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) | 106 | 24 | 25 | 57 | 49% | -0.78% | -82.72% |
| TP 8% (live), ATR≥2% | 99 | 24 | 22 | 53 | 52% | -0.57% | -56.88% |
| TP 8% (live), ATR≥2.5% | 69 | 23 | 13 | 33 | 64% | +0.11% | +7.49% |
| TP 8% (live), ATR≥3% | 52 | 22 | 6 | 24 | 79% | +1.22% | +63.65% |
| TP 8% (live), >MA200 | 55 | 20 | 9 | 26 | 69% | +1.12% | +61.77% |
| TP 8% (live), ATR≥2%, >MA200 | 53 | 20 | 8 | 25 | 71% | +1.29% | +68.60% |
| TP 8% (live), ATR≥2.5%, >MA200 | 35 | 19 | 3 | 13 | 86% | +2.89% | +101.14% |
| TP 8% (live), ATR≥3%, >MA200 | 29 | 18 | 2 | 9 | 90% | +3.60% | +104.33% |
| TP 5% | 106 | 31 | 25 | 50 | 55% | -1.19% | -125.94% |
| TP 5%, ATR≥2% | 99 | 31 | 22 | 46 | 58% | -1.01% | -100.10% |
| TP 5%, ATR≥2.5% | 69 | 27 | 13 | 29 | 68% | -0.58% | -40.28% |
| TP 5%, ATR≥3% | 52 | 26 | 6 | 20 | 81% | +0.36% | +18.87% |
| TP 5%, >MA200 | 55 | 21 | 9 | 25 | 70% | +0.06% | +3.50% |
| TP 5%, ATR≥2%, >MA200 | 53 | 21 | 8 | 24 | 72% | +0.19% | +10.32% |
| TP 5%, ATR≥2.5%, >MA200 | 35 | 19 | 3 | 13 | 86% | +1.26% | +44.14% |
| TP 5%, ATR≥3%, >MA200 | 29 | 18 | 2 | 9 | 90% | +1.74% | +50.33% |
| TP =stop | 106 | 22 | 25 | 59 | 47% | -0.44% | -46.67% |
| TP =stop, ATR≥2% | 99 | 22 | 22 | 55 | 50% | -0.21% | -20.84% |
| TP =stop, ATR≥2.5% | 69 | 21 | 13 | 35 | 62% | +0.64% | +44.24% |
| TP =stop, ATR≥3% | 52 | 20 | 6 | 26 | 77% | +1.94% | +100.67% |
| TP =stop, >MA200 | 55 | 19 | 9 | 27 | 68% | +1.67% | +92.12% |
| TP =stop, ATR≥2%, >MA200 | 53 | 19 | 8 | 26 | 70% | +1.87% | +98.94% |
| TP =stop, ATR≥2.5%, >MA200 | 35 | 18 | 3 | 14 | 86% | +3.78% | +132.19% |
| TP =stop, ATR≥3%, >MA200 | 29 | 17 | 2 | 10 | 89% | +4.68% | +135.65% |

## 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 | 106 | 24 | 25 | 57 | 49% | -0.78% | -82.72% |
| relVol≥0.5 | 106 | 24 | 25 | 57 | 49% | -0.78% | -82.72% |
| relVol≥0.8 | 90 | 16 | 22 | 52 | 42% | -1.38% | -124.46% |
| relVol≥1 | 71 | 11 | 18 | 42 | 38% | -1.70% | -120.81% |
| relVol≥1.2 | 55 | 8 | 10 | 37 | 44% | -1.44% | -79.42% |
| MA50 slope≥-1.5% | 92 | 15 | 23 | 54 | 39% | -1.46% | -134.21% |
| MA50 slope≥-0.5% | 69 | 12 | 18 | 39 | 40% | -1.57% | -108.56% |
| MA50 slope≥0% | 51 | 7 | 16 | 28 | 30% | -2.65% | -135.07% |
| MA50 slope≥0.5% | 31 | 6 | 9 | 16 | 40% | -1.69% | -52.53% |
| MA200 slope≥0% | 73 | 20 | 16 | 37 | 56% | +0.07% | +4.81% |
| MA200 slope≥0.25% | 70 | 20 | 14 | 36 | 59% | +0.37% | +25.91% |
| ATR≥3%, no other check | 52 | 22 | 6 | 24 | 79% | +1.22% | +63.65% |
| ATR≥3%, relVol≥0.5 | 52 | 22 | 6 | 24 | 79% | +1.22% | +63.65% |
| ATR≥3%, relVol≥0.8 | 40 | 14 | 4 | 22 | 78% | +0.34% | +13.45% |
| ATR≥3%, relVol≥1 | 33 | 9 | 4 | 20 | 69% | -0.64% | -21.18% |
| ATR≥3%, relVol≥1.2 | 26 | 7 | 3 | 16 | 70% | -0.68% | -17.74% |
| ATR≥3%, MA50 slope≥-1.5% | 42 | 13 | 5 | 24 | 72% | +0.04% | +1.65% |
| ATR≥3%, MA50 slope≥-0.5% | 33 | 10 | 5 | 18 | 67% | -0.38% | -12.63% |
| ATR≥3%, MA50 slope≥0% | 25 | 6 | 5 | 14 | 55% | -1.63% | -40.82% |
| ATR≥3%, MA50 slope≥0.5% | 20 | 6 | 4 | 10 | 60% | -0.94% | -18.88% |
| ATR≥3%, MA200 slope≥0% | 31 | 18 | 2 | 11 | 90% | +3.16% | +97.89% |
| ATR≥3%, MA200 slope≥0.25% | 30 | 18 | 2 | 10 | 90% | +3.51% | +105.32% |