# QSR config sweep — account `Paper03QSR` — 2026-10-09

110 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) | 110 | 26 | 28 | 56 | 48% | -0.41% | -44.89% |
| TP 8% (live), ATR≥2% | 103 | 26 | 24 | 53 | 52% | -0.24% | -24.43% |
| TP 8% (live), ATR≥2.5% | 73 | 25 | 14 | 34 | 64% | +0.39% | +28.13% |
| TP 8% (live), ATR≥3% | 56 | 24 | 7 | 25 | 77% | +1.44% | +80.72% |
| TP 8% (live), >MA200 | 56 | 20 | 10 | 26 | 67% | +1.56% | +87.58% |
| TP 8% (live), ATR≥2%, >MA200 | 54 | 20 | 9 | 25 | 69% | +1.67% | +90.24% |
| TP 8% (live), ATR≥2.5%, >MA200 | 36 | 19 | 3 | 14 | 86% | +3.19% | +114.88% |
| TP 8% (live), ATR≥3%, >MA200 | 30 | 18 | 2 | 10 | 90% | +3.71% | +111.37% |
| TP 5% | 110 | 39 | 27 | 44 | 59% | -0.66% | -72.38% |
| TP 5%, ATR≥2% | 103 | 39 | 23 | 41 | 63% | -0.50% | -51.92% |
| TP 5%, ATR≥2.5% | 73 | 31 | 13 | 29 | 70% | -0.07% | -4.95% |
| TP 5%, ATR≥3% | 56 | 28 | 6 | 22 | 82% | +0.79% | +44.25% |
| TP 5%, >MA200 | 56 | 25 | 10 | 21 | 71% | +0.47% | +26.28% |
| TP 5%, ATR≥2%, >MA200 | 54 | 25 | 9 | 20 | 74% | +0.54% | +28.95% |
| TP 5%, ATR≥2.5%, >MA200 | 36 | 20 | 3 | 13 | 87% | +1.60% | +57.66% |
| TP 5%, ATR≥3%, >MA200 | 30 | 18 | 2 | 10 | 90% | +1.91% | +57.37% |
| TP =stop | 110 | 27 | 28 | 55 | 49% | +0.06% | +6.29% |
| TP =stop, ATR≥2% | 103 | 27 | 24 | 52 | 53% | +0.26% | +26.75% |
| TP =stop, ATR≥2.5% | 73 | 24 | 14 | 35 | 63% | +0.98% | +71.69% |
| TP =stop, ATR≥3% | 56 | 23 | 7 | 26 | 77% | +2.22% | +124.55% |
| TP =stop, >MA200 | 56 | 20 | 10 | 26 | 67% | +2.17% | +121.26% |
| TP =stop, ATR≥2%, >MA200 | 54 | 20 | 9 | 25 | 69% | +2.29% | +123.92% |
| TP =stop, ATR≥2.5%, >MA200 | 36 | 18 | 3 | 15 | 86% | +4.07% | +146.44% |
| TP =stop, ATR≥3%, >MA200 | 30 | 17 | 2 | 11 | 89% | +4.77% | +143.20% |

## 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 | 110 | 26 | 28 | 56 | 48% | -0.41% | -44.89% |
| relVol≥0.5 | 109 | 26 | 28 | 55 | 48% | -0.41% | -44.89% |
| relVol≥0.8 | 91 | 16 | 25 | 50 | 39% | -1.02% | -93.11% |
| relVol≥1 | 71 | 11 | 21 | 39 | 34% | -1.33% | -94.60% |
| relVol≥1.2 | 55 | 8 | 13 | 34 | 38% | -1.15% | -63.36% |
| MA50 slope≥-1.5% | 96 | 17 | 26 | 53 | 40% | -0.99% | -95.23% |
| MA50 slope≥-0.5% | 73 | 13 | 20 | 40 | 39% | -1.08% | -78.94% |
| MA50 slope≥0% | 55 | 7 | 18 | 30 | 28% | -2.02% | -110.99% |
| MA50 slope≥0.5% | 35 | 6 | 10 | 19 | 38% | -1.29% | -45.04% |
| MA200 slope≥0% | 77 | 20 | 18 | 39 | 53% | +0.28% | +21.83% |
| MA200 slope≥0.25% | 73 | 20 | 15 | 38 | 57% | +0.62% | +45.51% |
| ATR≥3%, no other check | 56 | 24 | 7 | 25 | 77% | +1.44% | +80.72% |
| ATR≥3%, relVol≥0.5 | 55 | 24 | 7 | 24 | 77% | +1.47% | +80.72% |
| ATR≥3%, relVol≥0.8 | 41 | 14 | 5 | 22 | 74% | +0.52% | +21.47% |
| ATR≥3%, relVol≥1 | 33 | 9 | 5 | 19 | 64% | -0.32% | -10.44% |
| ATR≥3%, relVol≥1.2 | 26 | 7 | 4 | 15 | 64% | -0.51% | -13.35% |
| ATR≥3%, MA50 slope≥-1.5% | 46 | 15 | 6 | 25 | 71% | +0.41% | +18.72% |
| ATR≥3%, MA50 slope≥-0.5% | 37 | 11 | 6 | 20 | 65% | -0.11% | -3.97% |
| ATR≥3%, MA50 slope≥0% | 29 | 6 | 6 | 17 | 50% | -1.19% | -34.38% |
| ATR≥3%, MA50 slope≥0.5% | 24 | 6 | 5 | 13 | 55% | -1.12% | -26.77% |
| ATR≥3%, MA200 slope≥0% | 35 | 18 | 3 | 14 | 86% | +2.83% | +98.89% |
| ATR≥3%, MA200 slope≥0.25% | 33 | 18 | 2 | 13 | 90% | +3.30% | +108.89% |