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

Generated 2026-09-30T15:19:19.889Z · 34 buy event(s) (20 anchor/runner duplicate row(s) collapsed), 12 symbol(s)

Current live setting: `QSR_V1.maxStopPct` = **8%** cap on `2×ATR14`. Take-profit held fixed at `hardSellPct` = 5%.
Each row sets a MINIMUM stop distance: stop = max(2×ATR, min), capped at max(8%, min). "none" is the live rule.

**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.

| Min stop % | Buy events | Win % | Exp %/trade | Avg days held | **Exp %/day** | Hit TP | Stopped | Timed out |
|---|---|---|---|---|---|---|---|---|
| none (live) ← current | 34 | 88.2% | +3.90% | 5.5 | **+0.709%** | 30 | 3 | 1 |
| 4% | 34 | 88.2% | +3.90% | 5.5 | **+0.709%** | 30 | 3 | 1 |
| 5% | 34 | 88.2% | +3.88% | 5.5 | **+0.706%** | 30 | 3 | 1 |
| 6% | 34 | 88.2% | +3.84% | 5.5 | **+0.694%** | 30 | 2 | 2 |
| 7% | 34 | 88.2% | +3.88% | 5.8 | **+0.666%** | 30 | 0 | 4 |
| 8% | 34 | 88.2% | +3.88% | 5.8 | **+0.666%** | 30 | 0 | 4 |
| 10% | 34 | 88.2% | +3.88% | 5.8 | **+0.666%** | 30 | 0 | 4 |

- Best by **%/trade**: none (live) (3.90%/trade, avg 5.5 days held)
- Best by **%/day** (capital efficiency): **none (live)** (0.709%/day, 3.90%/trade over 5.5 days)
- Current (none (live)): 0.709%/day (3.90%/trade over 5.5 days)

## Only the buys the live rule gave a tight stop (under 6%, i.e. ATR under 3% of price)

The calm stocks. The 3% daily-move buy check now skips these outright; this shows what a wider stop would have done for them instead.

| Min stop % | Buy events | Win % | Exp %/trade | Avg days held | **Exp %/day** | Hit TP | Stopped | Timed out |
|---|---|---|---|---|---|---|---|---|
| none (live) ← current | 7 | 57.1% | +0.73% | 5.6 | **+0.132%** | 4 | 3 | 0 |
| 4% | 7 | 57.1% | +0.73% | 5.6 | **+0.132%** | 4 | 3 | 0 |
| 5% | 7 | 57.1% | +0.65% | 5.6 | **+0.117%** | 4 | 3 | 0 |
| 6% | 7 | 57.1% | +0.43% | 5.7 | **+0.076%** | 4 | 2 | 1 |
| 7% | 7 | 57.1% | +0.63% | 7.1 | **+0.089%** | 4 | 0 | 3 |
| 8% | 7 | 57.1% | +0.63% | 7.1 | **+0.089%** | 4 | 0 | 3 |
| 10% | 7 | 57.1% | +0.63% | 7.1 | **+0.089%** | 4 | 0 | 3 |

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

34 buy event(s) collapse to **19 independent symbol-day(s)** (1.8 per cluster). Means below are per symbol-day; the CI is computed on those, not on the raw rows.

| Min stop % | Symbol-days | Mean %/trade | 95% CI | Differs from zero? |
|---|---|---|---|---|
| none (live) ← current | 19 | +3.57% | +2.03% … +5.11% | yes |
| 4% | 19 | +3.57% | +2.03% … +5.11% | yes |
| 5% | 19 | +3.54% | +1.97% … +5.11% | yes |
| 6% | 19 | +3.50% | +1.88% … +5.12% | yes |
| 7% | 19 | +3.54% | +1.96% … +5.11% | yes |
| 8% | 19 | +3.54% | +1.96% … +5.11% | yes |
| 10% | 19 | +3.54% | +1.96% … +5.11% | yes |

Best mean at symbol-day level: **none (live)** (+3.57%/trade) vs current none (live) (+3.57%/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 @none (live) (current) | Best level (%/day) | %/day @best |
|---|---|---|---|---|
| AAPL | 2 | +0.263% | none (live) | +0.263% |
| AMD | 4 | +3.333% | none (live) | +3.333% |
| AMZN | 1 | +5.000% | none (live) | +5.000% |
| AVGO | 1 | -0.086% | none (live) | -0.086% |
| BAC | 1 | -0.630% | 6% | -0.622% |
| GOOG | 4 | +1.429% | none (live) | +1.429% |
| LLY | 4 | +1.333% | none (live) | +1.333% |
| META | 9 | +1.184% | none (live) | +1.184% |
| NFLX | 2 | +1.250% | none (live) | +1.250% |
| NVDA | 3 | +1.500% | none (live) | +1.500% |
| ORCL | 1 | +1.667% | none (live) | +1.667% |
| UNH | 2 | -0.581% | 7% | -0.378% |