# QSR config sweep — account `live-1` — 2026-09-28

151 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% | 151 | 56 | 54 | 41 | 51% | -0.50% | -75.29% |
| TP 5%, ATR≥2% | 141 | 56 | 48 | 37 | 54% | -0.37% | -51.67% |
| TP 5%, ATR≥2.5% | 110 | 50 | 37 | 23 | 57% | -0.22% | -23.85% |
| TP 5%, ATR≥3% | 81 | 44 | 26 | 11 | 63% | +0.15% | +11.75% |
| TP 5%, >MA200 | 80 | 33 | 28 | 19 | 54% | -0.25% | -20.06% |
| TP 5%, ATR≥2%, >MA200 | 78 | 33 | 28 | 17 | 54% | -0.27% | -21.22% |
| TP 5%, ATR≥2.5%, >MA200 | 60 | 31 | 21 | 8 | 60% | +0.10% | +6.22% |
| TP 5%, ATR≥3%, >MA200 | 49 | 28 | 16 | 5 | 64% | +0.44% | +21.37% |
| TP 4% | 151 | 61 | 50 | 40 | 55% | -0.58% | -87.36% |
| TP 4%, ATR≥2% | 141 | 61 | 44 | 36 | 58% | -0.45% | -63.74% |
| TP 4%, ATR≥2.5% | 110 | 54 | 34 | 22 | 61% | -0.35% | -38.19% |
| TP 4%, ATR≥3% | 81 | 48 | 23 | 10 | 68% | +0.04% | +3.41% |
| TP 4%, >MA200 | 80 | 36 | 26 | 18 | 58% | -0.37% | -29.41% |
| TP 4%, ATR≥2%, >MA200 | 78 | 36 | 26 | 16 | 58% | -0.39% | -30.57% |
| TP 4%, ATR≥2.5%, >MA200 | 60 | 34 | 19 | 7 | 64% | -0.02% | -1.12% |
| TP 4%, ATR≥3%, >MA200 | 49 | 31 | 14 | 4 | 69% | +0.35% | +17.03% |
| TP =stop | 151 | 40 | 61 | 50 | 40% | -0.70% | -105.57% |
| TP =stop, ATR≥2% | 141 | 40 | 55 | 46 | 42% | -0.58% | -81.95% |
| TP =stop, ATR≥2.5% | 110 | 33 | 45 | 32 | 42% | -0.55% | -59.97% |
| TP =stop, ATR≥3% | 81 | 27 | 34 | 20 | 44% | -0.32% | -25.90% |
| TP =stop, >MA200 | 80 | 26 | 28 | 26 | 48% | +0.37% | +29.93% |
| TP =stop, ATR≥2%, >MA200 | 78 | 26 | 28 | 24 | 48% | +0.37% | +28.77% |
| TP =stop, ATR≥2.5%, >MA200 | 60 | 24 | 21 | 15 | 53% | +0.95% | +56.93% |
| TP =stop, ATR≥3%, >MA200 | 49 | 21 | 16 | 12 | 57% | +1.46% | +71.50% |

## 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 | 151 | 56 | 54 | 41 | 51% | -0.50% | -75.29% |
| relVol≥0.5 | 149 | 54 | 54 | 41 | 50% | -0.57% | -85.29% |
| relVol≥0.8 | 125 | 46 | 43 | 36 | 52% | -0.48% | -59.41% |
| relVol≥1 | 87 | 30 | 30 | 27 | 50% | -0.73% | -63.26% |
| relVol≥1.2 | 70 | 26 | 21 | 23 | 55% | -0.45% | -31.60% |
| MA50 slope≥-1.5% | 129 | 46 | 46 | 37 | 50% | -0.56% | -72.17% |
| MA50 slope≥-0.5% | 95 | 35 | 30 | 30 | 54% | -0.45% | -42.88% |
| MA50 slope≥0% | 68 | 21 | 24 | 23 | 47% | -1.20% | -81.43% |
| MA50 slope≥0.5% | 46 | 15 | 18 | 13 | 45% | -1.25% | -57.53% |
| ATR≥3%, no other check | 81 | 44 | 26 | 11 | 63% | +0.15% | +11.75% |
| ATR≥3%, relVol≥0.5 | 80 | 43 | 26 | 11 | 62% | +0.08% | +6.75% |
| ATR≥3%, relVol≥0.8 | 69 | 38 | 21 | 10 | 64% | +0.23% | +16.04% |
| ATR≥3%, relVol≥1 | 51 | 27 | 15 | 9 | 64% | +0.11% | +5.82% |
| ATR≥3%, relVol≥1.2 | 41 | 23 | 12 | 6 | 66% | +0.26% | +10.56% |
| ATR≥3%, MA50 slope≥-1.5% | 65 | 34 | 20 | 11 | 63% | +0.10% | +6.40% |
| ATR≥3%, MA50 slope≥-0.5% | 50 | 25 | 15 | 10 | 63% | -0.12% | -6.07% |
| ATR≥3%, MA50 slope≥0% | 42 | 18 | 14 | 10 | 56% | -0.81% | -33.83% |
| ATR≥3%, MA50 slope≥0.5% | 32 | 14 | 13 | 5 | 52% | -0.94% | -29.99% |