# QSR stop-loss cap sweep — account `Paper02qsr`

Generated 2026-09-11T16:03:44.536Z · 24 buy event(s) (10 anchor/runner duplicate row(s) collapsed), 18 symbol(s)

Current live setting: `QSR_V1.maxStopPct` = **8%** cap on `2×ATR14`. Take-profit held fixed at `hardSellPct` = 5%.

**Research only** — re-simulated from real daily bars, stop-before-target pessimism, no trailing-runner leg, no portfolio constraints, and does NOT re-model position sizing (a wider stop would size fewer shares for the same $ risk in the real system — see this script's header). Never merge into the journal.

## All symbols combined

Read **%/day**, not %/trade — a wider stop cap only ever loses more when it's hit (never less), so per-trade expectancy alone doesn't tell the whole story either way. %/day accounts for how long capital sat tied up before resolving.

| Stop cap % | Buy events | Win % | Exp %/trade | Avg days held | **Exp %/day** | Hit TP | Stopped | Timed out |
|---|---|---|---|---|---|---|---|---|
| 4% | 24 | 66.7% | +2.08% | 7.2 | **+0.288%** | 16 | 7 | 1 |
| 5% | 24 | 75.0% | +2.50% | 7.8 | **+0.321%** | 17 | 5 | 2 |
| 6% | 24 | 75.0% | +2.38% | 7.9 | **+0.302%** | 17 | 5 | 2 |
| 7% | 24 | 75.0% | +2.33% | 7.9 | **+0.294%** | 17 | 5 | 2 |
| 8% ← current | 24 | 75.0% | +2.28% | 8.2 | **+0.280%** | 17 | 5 | 2 |
| 9% | 24 | 75.0% | +2.27% | 8.2 | **+0.278%** | 17 | 5 | 2 |
| 10% | 24 | 75.0% | +2.27% | 8.2 | **+0.278%** | 17 | 5 | 2 |
| 12% | 24 | 75.0% | +2.27% | 8.2 | **+0.278%** | 17 | 5 | 2 |

- Best by **%/trade**: 5% cap (2.50%/trade, avg 7.8 days held)
- Best by **%/day** (capital efficiency): **5%** cap (0.321%/day, 2.50%/trade over 7.8 days)
- Current 8%: 0.280%/day (2.28%/trade over 8.2 days)

## Symbol-day clustered (the honest significance view)

24 buy event(s) collapse to **20 independent symbol-day(s)** (1.2 per cluster). Means below are per symbol-day; the CI is computed on those, not on the raw rows.

| Stop cap % | Symbol-days | Mean %/trade | 95% CI | Differs from zero? |
|---|---|---|---|---|
| 4% | 20 | +1.50% | -0.44% … +3.43% | **no** |
| 5% | 20 | +2.01% | +0.05% … +3.96% | yes |
| 6% | 20 | +1.85% | -0.22% … +3.92% | **no** |
| 7% | 20 | +1.79% | -0.33% … +3.91% | **no** |
| 8% ← current | 20 | +1.74% | -0.42% … +3.90% | **no** |
| 9% | 20 | +1.73% | -0.45% … +3.90% | **no** |
| 10% | 20 | +1.73% | -0.45% … +3.90% | **no** |
| 12% | 20 | +1.73% | -0.45% … +3.90% | **no** |

Best mean at symbol-day level: **5%** cap (+2.01%/trade) vs current 8% (+1.74%/trade). **Read the CIs before acting** — if they overlap heavily, the levels are not distinguishable on this sample regardless of which mean is highest.

## Per symbol

Sample sizes here are small (docs/METRICS.md wants ~20/bucket) — directional only.

| Symbol | Buy events | %/day @8% (current) | Best cap (%/day) | %/day @best |
|---|---|---|---|---|
| AAPL | 1 | +0.263% | 4% | +0.263% |
| ARGX | 1 | +0.714% | 4% | +0.714% |
| ASX | 1 | +0.833% | 4% | +0.833% |
| AZN | 1 | +0.357% | 5% | +0.357% |
| BTI | 1 | -0.248% | 4% | -0.200% |
| EBAY | 1 | +0.103% | 5% | +0.103% |
| EOG | 1 | +5.000% | 4% | +5.000% |
| ETR | 1 | -0.081% | 4% | -0.081% |
| HON | 1 | -0.571% | 8% | -0.571% |
| HWM | 1 | -1.549% | 4% | -1.000% |
| ITUB | 3 | +0.354% | 4% | +0.667% |
| LLY | 1 | +0.500% | 4% | +0.500% |
| MFG | 1 | +0.714% | 4% | +0.714% |
| MO | 1 | -1.899% | 6% | -1.899% |
| NVO | 4 | +1.667% | 4% | +1.667% |
| SNY | 1 | +0.625% | 4% | +0.625% |
| VST | 2 | +2.500% | 4% | +2.500% |
| WMB | 1 | +0.714% | 4% | +0.714% |