# QSR stop-loss cap sweep — pooled across all enabled accounts

Generated 2026-09-11T16:11:53.257Z · 284 buy event(s) (176 anchor/runner duplicate row(s) collapsed), 74 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% | 284 | 55.3% | +0.98% | 4.7 | **+0.207%** | 156 | 126 | 2 |
| 5% | 284 | 61.3% | +1.17% | 5.3 | **+0.221%** | 167 | 107 | 10 |
| 6% | 284 | 65.1% | +1.30% | 5.7 | **+0.230%** | 176 | 93 | 15 |
| 7% | 284 | 66.2% | +1.32% | 5.8 | **+0.228%** | 179 | 89 | 16 |
| 8% ← current | 284 | 66.2% | +1.24% | 6.0 | **+0.207%** | 179 | 89 | 16 |
| 9% | 284 | 66.5% | +1.24% | 6.1 | **+0.203%** | 180 | 87 | 17 |
| 10% | 284 | 66.5% | +1.19% | 6.1 | **+0.194%** | 180 | 87 | 17 |
| 12% | 284 | 66.5% | +1.11% | 6.2 | **+0.179%** | 180 | 87 | 17 |

- Best by **%/trade**: 7% cap (1.32%/trade, avg 5.8 days held)
- Best by **%/day** (capital efficiency): **6%** cap (0.230%/day, 1.30%/trade over 5.7 days)
- Current 8%: 0.207%/day (1.24%/trade over 6.0 days)

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

284 buy event(s) collapse to **122 independent symbol-day(s)** (2.3 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% | 122 | +0.63% | -0.15% … +1.41% | **no** |
| 5% | 122 | +0.87% | +0.03% … +1.71% | yes |
| 6% | 122 | +0.84% | -0.05% … +1.73% | **no** |
| 7% | 122 | +0.82% | -0.10% … +1.74% | **no** |
| 8% ← current | 122 | +0.70% | -0.25% … +1.65% | **no** |
| 9% | 122 | +0.77% | -0.20% … +1.73% | **no** |
| 10% | 122 | +0.70% | -0.28% … +1.69% | **no** |
| 12% | 122 | +0.61% | -0.40% … +1.63% | **no** |

Best mean at symbol-day level: **5%** cap (+0.87%/trade) vs current 8% (+0.70%/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 | 2 | +0.263% | 4% | +0.263% |
| ADI | 1 | +0.833% | 4% | +0.833% |
| AEM | 2 | +0.556% | 5% | +0.556% |
| AEP | 3 | +0.045% | 4% | +0.047% |
| AMAT | 1 | -1.333% | 9% | -0.900% |
| AMZN | 1 | +5.000% | 4% | +5.000% |
| AON | 2 | -1.254% | 5% | -1.111% |
| APH | 3 | -4.229% | 4% | -4.000% |
| APP | 3 | +1.667% | 6% | +1.667% |
| ARGX | 4 | +0.645% | 4% | +0.645% |
| ARM | 7 | -0.895% | 7% | -0.722% |
| ASX | 7 | +0.897% | 4% | +0.897% |
| AVGO | 1 | +0.055% | 6% | +0.055% |
| AZN | 4 | +0.194% | 5% | +0.194% |
| BKNG | 2 | -7.307% | 4% | -4.000% |
| BTI | 3 | -0.249% | 4% | -0.200% |
| CARR | 6 | +1.875% | 4% | +1.875% |
| CDNS | 6 | -1.659% | 4% | -0.882% |
| CIEN | 4 | +1.000% | 4% | +1.571% |
| COHR | 2 | -8.000% | 4% | -4.000% |
| COIN | 4 | +0.667% | 4% | +0.667% |
| DAL | 2 | -0.734% | 4% | -0.571% |
| DDOG | 5 | +4.167% | 5% | +4.167% |
| EBAY | 7 | +0.166% | 5% | +0.171% |
| ENB | 4 | -0.254% | 4% | -0.254% |
| EOG | 1 | +5.000% | 4% | +5.000% |
| ETN | 1 | +1.667% | 4% | +1.667% |
| ETR | 1 | -0.080% | 4% | -0.080% |
| FAST | 2 | -0.825% | 5% | -0.825% |
| FLEX | 3 | +2.500% | 4% | +2.500% |
| GE | 1 | -0.696% | 4% | -0.571% |
| GLW | 2 | +2.500% | 4% | +2.500% |
| HDB | 3 | -0.223% | 6% | -0.221% |
| HON | 5 | -0.667% | 9% | -0.594% |
| HWM | 11 | -1.614% | 4% | -1.048% |
| IBKR | 7 | +5.000% | 4% | +5.000% |
| INTC | 1 | -2.667% | 9% | +0.385% |
| ISRG | 5 | +1.923% | 4% | +1.923% |
| ITUB | 7 | +0.340% | 4% | +0.381% |
| JCI | 1 | +1.250% | 4% | +1.250% |
| LHX | 3 | +1.500% | 4% | +1.500% |
| LLY | 4 | +1.333% | 4% | +1.333% |
| LRCX | 1 | +2.500% | 5% | +2.500% |
| META | 9 | +1.184% | 5% | +1.184% |
| MFG | 2 | +0.714% | 4% | +0.714% |
| MO | 5 | -1.242% | 6% | -1.242% |
| NFLX | 2 | +1.250% | 4% | +1.250% |
| NKE | 7 | -0.513% | 7% | -0.513% |
| NOK | 6 | +4.286% | 4% | +4.286% |
| NVO | 18 | +0.659% | 4% | +0.706% |
| NXPI | 4 | -3.200% | 4% | -2.286% |
| PANW | 1 | +1.000% | 4% | +1.000% |
| PCAR | 1 | -2.026% | 4% | -2.000% |
| PDD | 5 | -0.768% | 4% | -0.571% |
| PLTR | 2 | +5.000% | 4% | +5.000% |
| PM | 1 | +2.500% | 4% | +2.500% |
| PWR | 6 | +0.483% | 5% | +0.483% |
| RKLB | 3 | -4.000% | 12% | -3.000% |
| SNY | 6 | +0.625% | 4% | +0.625% |
| SPOT | 3 | +2.500% | 4% | +2.500% |
| STM | 1 | -0.889% | 9% | -0.125% |
| SU | 2 | +1.667% | 4% | +1.667% |
| TDG | 1 | +1.667% | 4% | +1.667% |
| TER | 1 | +2.500% | 4% | +2.500% |
| TRGP | 2 | +0.400% | 4% | +0.400% |
| TRP | 3 | -0.184% | 4% | -0.174% |
| TT | 6 | +1.250% | 4% | +1.250% |
| TXN | 5 | +0.181% | 6% | +0.318% |
| UMC | 10 | +1.282% | 7% | +1.282% |
| URI | 4 | -1.403% | 5% | -1.333% |
| VALE | 1 | +2.500% | 4% | +2.500% |
| VST | 14 | +1.676% | 4% | +1.968% |
| WMB | 4 | +0.645% | 4% | +0.645% |
| ZS | 4 | +4.000% | 4% | +4.000% |