# QSR config sweep — account `paper-main` — 2026-10-09

388 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) | 388 | 136 | 132 | 120 | 51% | -0.25% | -96.42% |
| TP 8% (live), ATR≥2% | 367 | 136 | 118 | 113 | 54% | -0.12% | -42.95% |
| TP 8% (live), ATR≥2.5% | 302 | 129 | 95 | 78 | 58% | +0.33% | +99.47% |
| TP 8% (live), ATR≥3% | 232 | 116 | 67 | 49 | 63% | +0.99% | +229.85% |
| TP 8% (live), >MA200 | 193 | 78 | 65 | 50 | 55% | +0.42% | +81.45% |
| TP 8% (live), ATR≥2%, >MA200 | 183 | 78 | 58 | 47 | 57% | +0.58% | +105.88% |
| TP 8% (live), ATR≥2.5%, >MA200 | 154 | 72 | 47 | 35 | 61% | +0.96% | +147.51% |
| TP 8% (live), ATR≥3%, >MA200 | 124 | 64 | 40 | 20 | 62% | +0.97% | +120.88% |
| TP 5% | 388 | 185 | 117 | 86 | 61% | -0.50% | -193.76% |
| TP 5%, ATR≥2% | 367 | 183 | 103 | 81 | 64% | -0.37% | -137.33% |
| TP 5%, ATR≥2.5% | 302 | 168 | 83 | 51 | 67% | -0.08% | -25.34% |
| TP 5%, ATR≥3% | 232 | 147 | 55 | 30 | 73% | +0.56% | +129.40% |
| TP 5%, >MA200 | 193 | 101 | 61 | 31 | 62% | -0.19% | -37.61% |
| TP 5%, ATR≥2%, >MA200 | 183 | 100 | 54 | 29 | 65% | -0.06% | -10.97% |
| TP 5%, ATR≥2.5%, >MA200 | 154 | 91 | 43 | 20 | 68% | +0.27% | +41.42% |
| TP 5%, ATR≥3%, >MA200 | 124 | 77 | 36 | 11 | 68% | +0.25% | +30.64% |
| TP =stop | 388 | 124 | 139 | 125 | 47% | -0.26% | -100.51% |
| TP =stop, ATR≥2% | 367 | 122 | 125 | 120 | 49% | -0.12% | -44.27% |
| TP =stop, ATR≥2.5% | 302 | 110 | 105 | 87 | 51% | +0.18% | +53.73% |
| TP =stop, ATR≥3% | 232 | 97 | 77 | 58 | 56% | +0.77% | +179.48% |
| TP =stop, >MA200 | 193 | 69 | 68 | 56 | 50% | +0.40% | +77.36% |
| TP =stop, ATR≥2%, >MA200 | 183 | 68 | 61 | 54 | 53% | +0.57% | +103.61% |
| TP =stop, ATR≥2.5%, >MA200 | 154 | 61 | 50 | 43 | 55% | +0.95% | +146.72% |
| TP =stop, ATR≥3%, >MA200 | 124 | 53 | 43 | 28 | 55% | +0.96% | +118.65% |

## 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 | 388 | 136 | 132 | 120 | 51% | -0.25% | -96.42% |
| relVol≥0.5 | 385 | 134 | 131 | 120 | 51% | -0.27% | -105.38% |
| relVol≥0.8 | 320 | 118 | 111 | 91 | 52% | +0.02% | +4.93% |
| relVol≥1 | 245 | 89 | 83 | 73 | 52% | +0.06% | +15.03% |
| relVol≥1.2 | 168 | 65 | 57 | 46 | 53% | +0.11% | +19.14% |
| MA50 slope≥-1.5% | 325 | 109 | 104 | 112 | 51% | -0.09% | -28.33% |
| MA50 slope≥-0.5% | 235 | 79 | 73 | 83 | 52% | -0.06% | -14.77% |
| MA50 slope≥0% | 163 | 49 | 54 | 60 | 48% | -0.74% | -120.99% |
| MA50 slope≥0.5% | 114 | 34 | 39 | 41 | 47% | -1.07% | -121.62% |
| MA200 slope≥0% | 237 | 84 | 80 | 73 | 51% | +0.03% | +7.94% |
| MA200 slope≥0.25% | 226 | 84 | 72 | 70 | 54% | +0.31% | +70.73% |
| ATR≥3%, no other check | 232 | 116 | 67 | 49 | 63% | +0.99% | +229.85% |
| ATR≥3%, relVol≥0.5 | 230 | 114 | 67 | 49 | 63% | +0.93% | +213.85% |
| ATR≥3%, relVol≥0.8 | 194 | 104 | 58 | 32 | 64% | +1.43% | +278.35% |
| ATR≥3%, relVol≥1 | 149 | 78 | 42 | 29 | 65% | +1.44% | +214.63% |
| ATR≥3%, relVol≥1.2 | 109 | 55 | 31 | 23 | 64% | +1.24% | +135.58% |
| ATR≥3%, MA50 slope≥-1.5% | 180 | 89 | 44 | 47 | 67% | +1.36% | +245.67% |
| ATR≥3%, MA50 slope≥-0.5% | 136 | 68 | 29 | 39 | 70% | +1.66% | +225.84% |
| ATR≥3%, MA50 slope≥0% | 95 | 41 | 27 | 27 | 60% | +0.29% | +27.39% |
| ATR≥3%, MA50 slope≥0.5% | 77 | 31 | 25 | 21 | 55% | -0.60% | -45.98% |
| ATR≥3%, MA200 slope≥0% | 129 | 69 | 36 | 24 | 66% | +1.47% | +189.57% |
| ATR≥3%, MA200 slope≥0.25% | 124 | 69 | 32 | 23 | 68% | +1.84% | +227.96% |