# QSR stop-loss cap sweep — account `live-1`

Generated 2026-09-11T16:03:43.307Z · 62 buy event(s) (26 anchor/runner duplicate row(s) collapsed), 34 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% | 62 | 51.6% | +0.59% | 4.3 | **+0.137%** | 31 | 30 | 1 |
| 5% | 62 | 59.7% | +1.00% | 5.0 | **+0.201%** | 33 | 24 | 5 |
| 6% | 62 | 64.5% | +1.22% | 5.5 | **+0.223%** | 35 | 21 | 6 |
| 7% | 62 | 64.5% | +1.22% | 5.8 | **+0.210%** | 35 | 20 | 7 |
| 8% ← current | 62 | 64.5% | +1.16% | 5.9 | **+0.195%** | 35 | 20 | 7 |
| 9% | 62 | 66.1% | +1.44% | 6.3 | **+0.229%** | 36 | 18 | 8 |
| 10% | 62 | 66.1% | +1.42% | 6.3 | **+0.226%** | 36 | 18 | 8 |
| 12% | 62 | 66.1% | +1.39% | 6.3 | **+0.220%** | 36 | 18 | 8 |

- Best by **%/trade**: 9% cap (1.44%/trade, avg 6.3 days held)
- Best by **%/day** (capital efficiency): **9%** cap (0.229%/day, 1.44%/trade over 6.3 days)
- Current 8%: 0.195%/day (1.16%/trade over 5.9 days)

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

62 buy event(s) collapse to **43 independent symbol-day(s)** (1.4 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% | 43 | +0.36% | -0.98% … +1.71% | **no** |
| 5% | 43 | +0.48% | -0.95% … +1.91% | **no** |
| 6% | 43 | +0.58% | -0.98% … +2.13% | **no** |
| 7% | 43 | +0.60% | -0.97% … +2.17% | **no** |
| 8% ← current | 43 | +0.51% | -1.11% … +2.12% | **no** |
| 9% | 43 | +0.91% | -0.64% … +2.46% | **no** |
| 10% | 43 | +0.89% | -0.67% … +2.45% | **no** |
| 12% | 43 | +0.84% | -0.75% … +2.44% | **no** |

Best mean at symbol-day level: **9%** cap (+0.91%/trade) vs current 8% (+0.51%/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 |
|---|---|---|---|---|
| AEP | 2 | +0.207% | 4% | +0.207% |
| AON | 1 | -0.931% | 5% | -0.833% |
| APH | 1 | -4.208% | 4% | -4.000% |
| ARM | 1 | +5.000% | 4% | +5.000% |
| ASX | 2 | +1.000% | 4% | +1.000% |
| CDNS | 2 | -1.612% | 4% | -1.000% |
| DAL | 1 | -0.742% | 4% | -0.571% |
| DDOG | 1 | +2.500% | 5% | +2.500% |
| EBAY | 2 | +0.142% | 7% | +0.142% |
| ENB | 1 | -0.187% | 4% | -0.187% |
| FAST | 2 | -0.811% | 5% | -0.811% |
| FLEX | 2 | +2.000% | 4% | +2.000% |
| GLW | 1 | +1.667% | 4% | +1.667% |
| HON | 1 | -0.889% | 9% | -0.602% |
| HWM | 4 | -1.762% | 4% | -1.143% |
| IBKR | 4 | +5.000% | 4% | +5.000% |
| INTC | 1 | -2.667% | 9% | +0.385% |
| ITUB | 3 | +0.682% | 6% | +0.682% |
| JCI | 1 | +1.250% | 4% | +1.250% |
| MFG | 1 | +0.714% | 4% | +0.714% |
| MO | 1 | -0.826% | 6% | -0.826% |
| NKE | 1 | -0.604% | 6% | -0.600% |
| NOK | 2 | +5.000% | 4% | +5.000% |
| NVO | 8 | +0.609% | 4% | +0.660% |
| PDD | 1 | -0.759% | 4% | -0.571% |
| RKLB | 1 | -4.000% | 12% | -3.000% |
| SNY | 2 | +0.625% | 4% | +0.625% |
| STM | 1 | -0.889% | 9% | -0.132% |
| TRP | 1 | -0.183% | 4% | -0.174% |
| TXN | 4 | +0.566% | 6% | +0.566% |
| UMC | 2 | +1.250% | 6% | +1.250% |
| VALE | 1 | +2.500% | 4% | +2.500% |
| VST | 2 | +2.500% | 4% | +2.500% |
| ZS | 1 | +2.500% | 4% | +2.500% |