# QSR config sweep — pooled (paper-main, Paper02qsr, Paper03QSR, live-1, t212-isa) — 2026-09-28

417 real QSR buy events (closed + open, US tickers only, one per symbol-day across accounts), 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% | 417 | 136 | 134 | 147 | 50% | -0.46% | -191.48% |
| TP 5%, ATR≥2% | 387 | 136 | 121 | 130 | 53% | -0.37% | -144.13% |
| TP 5%, ATR≥2.5% | 285 | 123 | 84 | 78 | 59% | -0.15% | -42.55% |
| TP 5%, ATR≥3% | 210 | 111 | 55 | 44 | 67% | +0.42% | +87.37% |
| TP 5%, >MA200 | 217 | 85 | 66 | 66 | 56% | +0.04% | +8.57% |
| TP 5%, ATR≥2%, >MA200 | 205 | 85 | 62 | 58 | 58% | +0.10% | +20.86% |
| TP 5%, ATR≥2.5%, >MA200 | 156 | 78 | 42 | 36 | 65% | +0.48% | +74.30% |
| TP 5%, ATR≥3%, >MA200 | 122 | 70 | 31 | 21 | 69% | +0.84% | +102.96% |
| TP 4% | 417 | 152 | 129 | 136 | 54% | -0.58% | -240.91% |
| TP 4%, ATR≥2% | 387 | 151 | 116 | 120 | 57% | -0.50% | -193.25% |
| TP 4%, ATR≥2.5% | 285 | 135 | 80 | 70 | 63% | -0.32% | -89.89% |
| TP 4%, ATR≥3% | 210 | 121 | 52 | 37 | 70% | +0.17% | +36.24% |
| TP 4%, >MA200 | 217 | 97 | 62 | 58 | 61% | -0.05% | -9.78% |
| TP 4%, ATR≥2%, >MA200 | 205 | 96 | 58 | 51 | 62% | +0.01% | +2.82% |
| TP 4%, ATR≥2.5%, >MA200 | 156 | 87 | 39 | 30 | 69% | +0.35% | +54.77% |
| TP 4%, ATR≥3%, >MA200 | 122 | 77 | 29 | 16 | 73% | +0.62% | +75.64% |
| TP =stop | 417 | 119 | 141 | 157 | 46% | -0.18% | -76.41% |
| TP =stop, ATR≥2% | 387 | 117 | 128 | 142 | 48% | -0.07% | -27.85% |
| TP =stop, ATR≥2.5% | 285 | 103 | 91 | 91 | 53% | +0.28% | +78.68% |
| TP =stop, ATR≥3% | 210 | 91 | 62 | 57 | 59% | +0.97% | +203.56% |
| TP =stop, >MA200 | 217 | 78 | 68 | 71 | 53% | +0.59% | +127.83% |
| TP =stop, ATR≥2%, >MA200 | 205 | 77 | 64 | 64 | 55% | +0.69% | +141.10% |
| TP =stop, ATR≥2.5%, >MA200 | 156 | 69 | 44 | 43 | 61% | +1.26% | +196.99% |
| TP =stop, ATR≥3%, >MA200 | 122 | 61 | 33 | 28 | 65% | +1.82% | +222.42% |

## 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 | 417 | 136 | 134 | 147 | 50% | -0.46% | -191.48% |
| relVol≥0.5 | 411 | 133 | 132 | 146 | 50% | -0.47% | -193.33% |
| relVol≥0.8 | 339 | 104 | 109 | 126 | 49% | -0.56% | -188.53% |
| relVol≥1 | 257 | 76 | 81 | 100 | 48% | -0.60% | -155.26% |
| relVol≥1.2 | 181 | 57 | 52 | 72 | 52% | -0.47% | -84.75% |
| MA50 slope≥-1.5% | 344 | 94 | 116 | 134 | 45% | -0.79% | -271.89% |
| MA50 slope≥-0.5% | 243 | 66 | 82 | 95 | 45% | -0.85% | -205.97% |
| MA50 slope≥0% | 170 | 42 | 61 | 67 | 41% | -1.23% | -208.66% |
| MA50 slope≥0.5% | 107 | 29 | 36 | 42 | 45% | -1.03% | -110.73% |
| ATR≥3%, no other check | 210 | 111 | 55 | 44 | 67% | +0.42% | +87.37% |
| ATR≥3%, relVol≥0.5 | 206 | 109 | 54 | 43 | 67% | +0.42% | +85.82% |
| ATR≥3%, relVol≥0.8 | 165 | 87 | 43 | 35 | 67% | +0.40% | +66.18% |
| ATR≥3%, relVol≥1 | 127 | 65 | 30 | 32 | 68% | +0.40% | +50.25% |
| ATR≥3%, relVol≥1.2 | 94 | 48 | 21 | 25 | 70% | +0.38% | +36.00% |
| ATR≥3%, MA50 slope≥-1.5% | 153 | 70 | 43 | 40 | 62% | -0.11% | -17.18% |
| ATR≥3%, MA50 slope≥-0.5% | 113 | 49 | 33 | 31 | 60% | -0.37% | -41.77% |
| ATR≥3%, MA50 slope≥0% | 86 | 32 | 28 | 26 | 53% | -0.94% | -80.88% |
| ATR≥3%, MA50 slope≥0.5% | 64 | 25 | 24 | 15 | 51% | -0.98% | -62.73% |