# QSR config sweep — account `live-1` — 2026-10-09 163 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) | 163 | 47 | 57 | 59 | 45% | -0.80% | -129.90% | | TP 8% (live), ATR≥2% | 153 | 47 | 50 | 56 | 48% | -0.62% | -94.64% | | TP 8% (live), ATR≥2.5% | 122 | 44 | 37 | 41 | 54% | -0.27% | -33.39% | | TP 8% (live), ATR≥3% | 93 | 37 | 30 | 26 | 55% | -0.33% | -30.58% | | TP 8% (live), >MA200 | 84 | 33 | 22 | 29 | 60% | +0.99% | +83.55% | | TP 8% (live), ATR≥2%, >MA200 | 82 | 33 | 21 | 28 | 61% | +1.05% | +86.28% | | TP 8% (live), ATR≥2.5%, >MA200 | 64 | 32 | 14 | 18 | 70% | +1.95% | +124.83% | | TP 8% (live), ATR≥3%, >MA200 | 53 | 29 | 12 | 12 | 71% | +2.17% | +114.92% | | TP 5% | 163 | 75 | 47 | 41 | 61% | -0.49% | -80.02% | | TP 5%, ATR≥2% | 153 | 75 | 40 | 38 | 65% | -0.29% | -44.76% | | TP 5%, ATR≥2.5% | 122 | 65 | 29 | 28 | 69% | -0.05% | -5.58% | | TP 5%, ATR≥3% | 93 | 53 | 22 | 18 | 71% | +0.07% | +6.80% | | TP 5%, >MA200 | 84 | 43 | 22 | 19 | 66% | +0.05% | +4.17% | | TP 5%, ATR≥2%, >MA200 | 82 | 43 | 21 | 18 | 67% | +0.08% | +6.90% | | TP 5%, ATR≥2.5%, >MA200 | 64 | 39 | 14 | 11 | 74% | +0.72% | +46.22% | | TP 5%, ATR≥3%, >MA200 | 53 | 33 | 12 | 8 | 73% | +0.76% | +40.37% | | TP =stop | 163 | 46 | 56 | 61 | 45% | -0.35% | -57.54% | | TP =stop, ATR≥2% | 153 | 46 | 49 | 58 | 48% | -0.15% | -22.28% | | TP =stop, ATR≥2.5% | 122 | 41 | 37 | 44 | 53% | +0.21% | +25.39% | | TP =stop, ATR≥3% | 93 | 34 | 30 | 29 | 53% | +0.30% | +28.17% | | TP =stop, >MA200 | 84 | 31 | 22 | 31 | 58% | +1.52% | +127.36% | | TP =stop, ATR≥2%, >MA200 | 82 | 31 | 21 | 30 | 60% | +1.59% | +130.09% | | TP =stop, ATR≥2.5%, >MA200 | 64 | 29 | 14 | 21 | 67% | +2.61% | +166.97% | | TP =stop, ATR≥3%, >MA200 | 53 | 26 | 12 | 15 | 68% | +2.97% | +157.67% | ## 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 | 163 | 47 | 57 | 59 | 45% | -0.80% | -129.90% | | relVol≥0.5 | 161 | 45 | 57 | 59 | 44% | -0.91% | -145.90% | | relVol≥0.8 | 134 | 39 | 44 | 51 | 47% | -0.71% | -95.23% | | relVol≥1 | 92 | 22 | 37 | 33 | 37% | -1.80% | -165.65% | | relVol≥1.2 | 73 | 17 | 29 | 27 | 37% | -1.73% | -125.99% | | MA50 slope≥-1.5% | 140 | 37 | 50 | 53 | 43% | -0.94% | -131.99% | | MA50 slope≥-0.5% | 103 | 25 | 37 | 41 | 40% | -1.36% | -140.41% | | MA50 slope≥0% | 75 | 16 | 31 | 28 | 34% | -2.32% | -174.13% | | MA50 slope≥0.5% | 52 | 10 | 25 | 17 | 29% | -3.09% | -160.74% | | MA200 slope≥0% | 107 | 40 | 28 | 39 | 59% | +1.02% | +109.35% | | MA200 slope≥0.25% | 102 | 39 | 24 | 39 | 62% | +1.28% | +130.84% | | ATR≥3%, no other check | 93 | 37 | 30 | 26 | 55% | -0.33% | -30.58% | | ATR≥3%, relVol≥0.5 | 92 | 36 | 30 | 26 | 55% | -0.42% | -38.58% | | ATR≥3%, relVol≥0.8 | 78 | 30 | 25 | 23 | 55% | -0.53% | -41.24% | | ATR≥3%, relVol≥1 | 56 | 18 | 21 | 17 | 46% | -1.64% | -92.03% | | ATR≥3%, relVol≥1.2 | 44 | 14 | 18 | 12 | 44% | -1.76% | -77.58% | | ATR≥3%, MA50 slope≥-1.5% | 76 | 27 | 24 | 25 | 53% | -0.65% | -49.65% | | ATR≥3%, MA50 slope≥-0.5% | 58 | 17 | 20 | 21 | 46% | -1.64% | -95.29% | | ATR≥3%, MA50 slope≥0% | 49 | 12 | 20 | 17 | 38% | -2.77% | -135.89% | | ATR≥3%, MA50 slope≥0.5% | 38 | 9 | 19 | 10 | 32% | -3.63% | -137.81% | | ATR≥3%, MA200 slope≥0% | 55 | 30 | 11 | 14 | 73% | +2.50% | +137.58% | | ATR≥3%, MA200 slope≥0.25% | 53 | 30 | 9 | 14 | 77% | +2.96% | +156.62% |