# QSR stop-loss cap sweep — account `paper-main`

Generated 2026-09-11T15:52:34.356Z · 183 buy event(s) (133 anchor/runner duplicate row(s) collapsed), 57 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% | 183 | 53.6% | +0.83% | 4.7 | **+0.175%** | 98 | 85 | 0 |
| 5% | 183 | 58.5% | +0.90% | 5.3 | **+0.169%** | 105 | 75 | 3 |
| 6% | 183 | 62.8% | +1.06% | 5.7 | **+0.185%** | 112 | 64 | 7 |
| 7% | 183 | 64.5% | +1.09% | 5.8 | **+0.188%** | 115 | 61 | 7 |
| 8% ← current | 183 | 64.5% | +0.99% | 6.0 | **+0.164%** | 115 | 61 | 7 |
| 9% | 183 | 64.5% | +0.89% | 6.1 | **+0.147%** | 115 | 61 | 7 |
| 10% | 183 | 64.5% | +0.82% | 6.1 | **+0.134%** | 115 | 61 | 7 |
| 12% | 183 | 64.5% | +0.70% | 6.2 | **+0.114%** | 115 | 61 | 7 |

- Best by **%/trade**: 7% cap (1.09%/trade, avg 5.8 days held)
- Best by **%/day** (capital efficiency): **7%** cap (0.188%/day, 1.09%/trade over 5.8 days)
- Current 8%: 0.164%/day (0.99%/trade over 6.0 days)

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

183 buy event(s) collapse to **85 independent symbol-day(s)** (2.2 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% | 85 | +0.24% | -0.70% … +1.17% | **no** |
| 5% | 85 | +0.27% | -0.77% … +1.31% | **no** |
| 6% | 85 | +0.23% | -0.88% … +1.33% | **no** |
| 7% | 85 | +0.18% | -0.97% … +1.34% | **no** |
| 8% ← current | 85 | +0.04% | -1.16% … +1.24% | **no** |
| 9% | 85 | -0.09% | -1.33% … +1.15% | **no** |
| 10% | 85 | -0.18% | -1.45% … +1.09% | **no** |
| 12% | 85 | -0.31% | -1.63% … +1.01% | **no** |

Best mean at symbol-day level: **5%** cap (+0.27%/trade) vs current 8% (+0.04%/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% |
| AEM | 2 | +0.556% | 5% | +0.556% |
| AEP | 1 | -0.313% | 4% | -0.308% |
| AMAT | 1 | -1.333% | 9% | -0.900% |
| AMZN | 1 | +5.000% | 4% | +5.000% |
| APH | 2 | -4.242% | 4% | -4.000% |
| APP | 3 | +1.667% | 6% | +1.667% |
| ARGX | 3 | +0.625% | 4% | +0.625% |
| ARM | 6 | -1.222% | 7% | -1.059% |
| ASX | 3 | +0.750% | 4% | +0.750% |
| AVGO | 1 | +0.051% | 6% | +0.051% |
| AZN | 3 | +0.145% | 5% | +0.145% |
| BKNG | 2 | -7.307% | 4% | -4.000% |
| BTI | 2 | -0.249% | 4% | -0.200% |
| CARR | 6 | +1.875% | 4% | +1.875% |
| CDNS | 4 | -1.692% | 4% | -0.778% |
| CIEN | 3 | +0.400% | 4% | +1.200% |
| COHR | 2 | -8.000% | 4% | -4.000% |
| COIN | 4 | +0.667% | 4% | +0.667% |
| DAL | 1 | -0.735% | 4% | -0.571% |
| DDOG | 3 | +5.000% | 5% | +5.000% |
| EBAY | 4 | +0.215% | 4% | +0.314% |
| ENB | 3 | -0.288% | 4% | -0.288% |
| GE | 1 | -0.696% | 4% | -0.571% |
| HDB | 3 | -0.223% | 6% | -0.221% |
| HON | 3 | -0.649% | 9% | -0.594% |
| HWM | 6 | -1.548% | 4% | -1.000% |
| IBKR | 3 | +5.000% | 4% | +5.000% |
| ISRG | 5 | +1.923% | 4% | +1.923% |
| ITUB | 1 | -0.765% | 5% | -0.714% |
| LHX | 3 | +1.500% | 4% | +1.500% |
| LLY | 3 | +3.000% | 4% | +3.000% |
| META | 9 | +1.184% | 5% | +1.184% |
| MO | 3 | -1.318% | 6% | -1.318% |
| NFLX | 2 | +1.250% | 4% | +1.250% |
| NKE | 6 | -0.493% | 7% | -0.493% |
| NOK | 3 | +3.750% | 4% | +3.750% |
| NVO | 5 | +0.610% | 4% | +0.610% |
| NXPI | 4 | -3.200% | 4% | -2.286% |
| PDD | 4 | -0.768% | 4% | -0.571% |
| PLTR | 2 | +5.000% | 4% | +5.000% |
| PM | 1 | +2.500% | 4% | +2.500% |
| PWR | 5 | +0.415% | 5% | +0.415% |
| RKLB | 2 | -4.000% | 12% | -3.000% |
| SNY | 3 | +0.625% | 4% | +0.625% |
| SPOT | 3 | +2.500% | 4% | +2.500% |
| SU | 2 | +1.667% | 4% | +1.667% |
| TDG | 1 | +1.667% | 4% | +1.667% |
| TRGP | 2 | +0.400% | 4% | +0.400% |
| TRP | 2 | -0.184% | 4% | -0.174% |
| TT | 6 | +1.250% | 4% | +1.250% |
| TXN | 1 | -0.364% | 8% | -0.364% |
| UMC | 8 | +1.290% | 7% | +1.290% |
| URI | 4 | -1.403% | 5% | -1.333% |
| VST | 10 | +1.423% | 4% | +1.783% |
| WMB | 3 | +0.625% | 4% | +0.625% |
| ZS | 3 | +5.000% | 4% | +5.000% |