# QSR config sweep — account `paper-main` — 2026-09-28

366 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% | 366 | 149 | 131 | 86 | 53% | -0.30% | -110.34% |
| TP 5%, ATR≥2% | 345 | 149 | 122 | 74 | 55% | -0.21% | -73.91% |
| TP 5%, ATR≥2.5% | 281 | 139 | 96 | 46 | 59% | -0.03% | -8.54% |
| TP 5%, ATR≥3% | 212 | 126 | 63 | 23 | 67% | +0.71% | +150.37% |
| TP 5%, >MA200 | 187 | 80 | 69 | 38 | 54% | -0.26% | -48.10% |
| TP 5%, ATR≥2%, >MA200 | 177 | 80 | 65 | 32 | 55% | -0.19% | -33.93% |
| TP 5%, ATR≥2.5%, >MA200 | 149 | 74 | 54 | 21 | 58% | -0.10% | -14.54% |
| TP 5%, ATR≥3%, >MA200 | 119 | 66 | 40 | 13 | 62% | +0.26% | +31.01% |
| TP 4% | 366 | 163 | 127 | 76 | 56% | -0.53% | -194.68% |
| TP 4%, ATR≥2% | 345 | 162 | 118 | 65 | 58% | -0.46% | -158.04% |
| TP 4%, ATR≥2.5% | 281 | 149 | 93 | 39 | 62% | -0.33% | -92.79% |
| TP 4%, ATR≥3% | 212 | 135 | 61 | 16 | 69% | +0.33% | +69.39% |
| TP 4%, >MA200 | 187 | 91 | 66 | 30 | 58% | -0.42% | -79.02% |
| TP 4%, ATR≥2%, >MA200 | 177 | 90 | 62 | 25 | 59% | -0.37% | -64.65% |
| TP 4%, ATR≥2.5%, >MA200 | 149 | 83 | 51 | 15 | 62% | -0.26% | -39.09% |
| TP 4%, ATR≥3%, >MA200 | 119 | 74 | 38 | 7 | 66% | +0.04% | +4.73% |
| TP =stop | 366 | 128 | 144 | 94 | 47% | -0.08% | -28.85% |
| TP =stop, ATR≥2% | 345 | 126 | 135 | 84 | 48% | +0.02% | +8.24% |
| TP =stop, ATR≥2.5% | 281 | 115 | 109 | 57 | 51% | +0.28% | +77.40% |
| TP =stop, ATR≥3% | 212 | 102 | 76 | 34 | 57% | +1.08% | +228.89% |
| TP =stop, >MA200 | 187 | 70 | 74 | 43 | 49% | +0.03% | +6.26% |
| TP =stop, ATR≥2%, >MA200 | 177 | 69 | 70 | 38 | 50% | +0.12% | +21.30% |
| TP =stop, ATR≥2.5%, >MA200 | 149 | 62 | 59 | 28 | 51% | +0.29% | +42.79% |
| TP =stop, ATR≥3%, >MA200 | 119 | 54 | 45 | 20 | 55% | +0.71% | +84.71% |

## 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 | 366 | 149 | 131 | 86 | 53% | -0.30% | -110.34% |
| relVol≥0.5 | 363 | 148 | 130 | 85 | 53% | -0.30% | -109.09% |
| relVol≥0.8 | 301 | 127 | 106 | 68 | 55% | -0.14% | -42.66% |
| relVol≥1 | 232 | 100 | 75 | 57 | 57% | +0.07% | +17.31% |
| relVol≥1.2 | 157 | 73 | 49 | 35 | 60% | +0.27% | +42.57% |
| MA50 slope≥-1.5% | 306 | 120 | 106 | 80 | 53% | -0.23% | -70.40% |
| MA50 slope≥-0.5% | 218 | 85 | 75 | 58 | 53% | -0.26% | -55.75% |
| MA50 slope≥0% | 151 | 51 | 59 | 41 | 46% | -1.00% | -151.12% |
| MA50 slope≥0.5% | 106 | 36 | 39 | 31 | 48% | -0.99% | -104.83% |
| ATR≥3%, no other check | 212 | 126 | 63 | 23 | 67% | +0.71% | +150.37% |
| ATR≥3%, relVol≥0.5 | 210 | 125 | 63 | 22 | 66% | +0.70% | +146.92% |
| ATR≥3%, relVol≥0.8 | 177 | 113 | 49 | 15 | 70% | +1.15% | +202.69% |
| ATR≥3%, relVol≥1 | 137 | 90 | 33 | 14 | 73% | +1.48% | +202.42% |
| ATR≥3%, relVol≥1.2 | 99 | 65 | 24 | 10 | 73% | +1.47% | +145.60% |
| ATR≥3%, MA50 slope≥-1.5% | 163 | 97 | 44 | 22 | 69% | +0.95% | +155.56% |
| ATR≥3%, MA50 slope≥-0.5% | 121 | 73 | 32 | 16 | 70% | +0.99% | +120.34% |
| ATR≥3%, MA50 slope≥0% | 84 | 43 | 29 | 12 | 60% | -0.19% | -15.61% |
| ATR≥3%, MA50 slope≥0.5% | 69 | 33 | 26 | 10 | 56% | -0.60% | -41.10% |