# QSR config sweep — account `paper-main` — 2026-10-03

386 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) | 386 | 128 | 127 | 131 | 50% | -0.71% | -275.28% |
| TP 8% (live), ATR≥2% | 365 | 128 | 114 | 123 | 53% | -0.57% | -207.51% |
| TP 8% (live), ATR≥2.5% | 300 | 125 | 94 | 81 | 57% | -0.18% | -52.99% |
| TP 8% (live), ATR≥3% | 230 | 112 | 66 | 52 | 63% | +0.57% | +130.87% |
| TP 8% (live), >MA200 | 192 | 71 | 63 | 58 | 53% | -0.01% | -2.00% |
| TP 8% (live), ATR≥2%, >MA200 | 182 | 71 | 56 | 55 | 56% | +0.17% | +30.50% |
| TP 8% (live), ATR≥2.5%, >MA200 | 153 | 69 | 47 | 37 | 59% | +0.51% | +78.55% |
| TP 8% (live), ATR≥3%, >MA200 | 123 | 61 | 40 | 22 | 60% | +0.56% | +69.42% |
| TP 5% | 386 | 169 | 112 | 105 | 60% | -0.91% | -350.24% |
| TP 5%, ATR≥2% | 365 | 169 | 99 | 97 | 63% | -0.77% | -282.46% |
| TP 5%, ATR≥2.5% | 300 | 155 | 82 | 63 | 65% | -0.58% | -172.92% |
| TP 5%, ATR≥3% | 230 | 140 | 54 | 36 | 72% | +0.20% | +46.87% |
| TP 5%, >MA200 | 192 | 93 | 59 | 40 | 61% | -0.48% | -92.55% |
| TP 5%, ATR≥2%, >MA200 | 182 | 93 | 52 | 37 | 64% | -0.33% | -60.04% |
| TP 5%, ATR≥2.5%, >MA200 | 153 | 85 | 43 | 25 | 66% | -0.13% | -19.19% |
| TP 5%, ATR≥3%, >MA200 | 123 | 75 | 36 | 12 | 68% | -0.06% | -7.40% |
| TP =stop | 386 | 109 | 134 | 143 | 45% | -0.78% | -301.70% |
| TP =stop, ATR≥2% | 365 | 109 | 121 | 135 | 47% | -0.64% | -233.92% |
| TP =stop, ATR≥2.5% | 300 | 101 | 104 | 95 | 49% | -0.41% | -123.48% |
| TP =stop, ATR≥3% | 230 | 88 | 76 | 66 | 54% | +0.24% | +55.76% |
| TP =stop, >MA200 | 192 | 60 | 66 | 66 | 48% | +0.02% | +3.49% |
| TP =stop, ATR≥2%, >MA200 | 182 | 60 | 59 | 63 | 50% | +0.20% | +35.99% |
| TP =stop, ATR≥2.5%, >MA200 | 153 | 56 | 50 | 47 | 53% | +0.52% | +80.13% |
| TP =stop, ATR≥3%, >MA200 | 123 | 48 | 43 | 32 | 53% | +0.57% | +69.57% |

## 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 | 386 | 128 | 127 | 131 | 50% | -0.71% | -275.28% |
| relVol≥0.5 | 383 | 127 | 126 | 130 | 50% | -0.74% | -282.75% |
| relVol≥0.8 | 318 | 111 | 106 | 101 | 51% | -0.45% | -144.16% |
| relVol≥1 | 243 | 83 | 78 | 82 | 52% | -0.45% | -109.37% |
| relVol≥1.2 | 167 | 60 | 52 | 55 | 54% | -0.31% | -51.53% |
| MA50 slope≥-1.5% | 323 | 102 | 99 | 122 | 51% | -0.64% | -205.73% |
| MA50 slope≥-0.5% | 233 | 74 | 70 | 89 | 51% | -0.61% | -142.39% |
| MA50 slope≥0% | 162 | 46 | 52 | 64 | 47% | -1.35% | -218.86% |
| MA50 slope≥0.5% | 113 | 33 | 37 | 43 | 47% | -1.56% | -176.43% |
| MA200 slope≥0% | 235 | 77 | 77 | 81 | 50% | -0.22% | -52.63% |
| MA200 slope≥0.25% | 224 | 77 | 69 | 78 | 53% | +0.07% | +14.90% |
| ATR≥3%, no other check | 230 | 112 | 66 | 52 | 63% | +0.57% | +130.87% |
| ATR≥3%, relVol≥0.5 | 228 | 111 | 66 | 51 | 63% | +0.51% | +116.36% |
| ATR≥3%, relVol≥0.8 | 192 | 101 | 57 | 34 | 64% | +0.99% | +190.47% |
| ATR≥3%, relVol≥1 | 147 | 76 | 41 | 30 | 65% | +1.01% | +148.64% |
| ATR≥3%, relVol≥1.2 | 108 | 54 | 30 | 24 | 64% | +0.94% | +101.56% |
| ATR≥3%, MA50 slope≥-1.5% | 178 | 86 | 43 | 49 | 67% | +0.82% | +145.91% |
| ATR≥3%, MA50 slope≥-0.5% | 134 | 67 | 28 | 39 | 71% | +1.15% | +153.52% |
| ATR≥3%, MA50 slope≥0% | 94 | 40 | 26 | 28 | 61% | -0.26% | -24.31% |
| ATR≥3%, MA50 slope≥0.5% | 76 | 31 | 24 | 21 | 56% | -0.90% | -68.22% |
| ATR≥3%, MA200 slope≥0% | 127 | 66 | 36 | 25 | 65% | +1.27% | +161.71% |
| ATR≥3%, MA200 slope≥0.25% | 122 | 66 | 32 | 24 | 67% | +1.65% | +201.39% |