# QSR stop-loss cap sweep — account `t212-isa`

Generated 2026-09-28T13:44:09.077Z · 63 buy event(s) (0 anchor/runner duplicate row(s) collapsed), 49 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% | 63 | 57.1% | +1.20% | 3.0 | **+0.407%** | 36 | 25 | 2 |
| 5% | 63 | 57.1% | +0.91% | 3.1 | **+0.294%** | 36 | 25 | 2 |
| 6% | 63 | 57.1% | +0.69% | 3.2 | **+0.213%** | 36 | 25 | 2 |
| 7% | 63 | 57.1% | +0.56% | 3.4 | **+0.164%** | 36 | 24 | 3 |
| 8% ← current | 63 | 57.1% | +0.48% | 3.4 | **+0.140%** | 36 | 24 | 3 |
| 9% | 63 | 57.1% | +0.45% | 3.4 | **+0.130%** | 36 | 24 | 3 |
| 10% | 63 | 57.1% | +0.43% | 3.4 | **+0.125%** | 36 | 24 | 3 |
| 12% | 63 | 57.1% | +0.43% | 3.4 | **+0.125%** | 36 | 24 | 3 |

- Best by **%/trade**: 4% cap (1.20%/trade, avg 3.0 days held)
- Best by **%/day** (capital efficiency): **4%** cap (0.407%/day, 1.20%/trade over 3.0 days)
- Current 8%: 0.140%/day (0.48%/trade over 3.4 days)

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

63 buy event(s) collapse to **57 independent symbol-day(s)** (1.1 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% | 57 | +1.25% | +0.10% … +2.41% | yes |
| 5% | 57 | +0.96% | -0.29% … +2.20% | **no** |
| 6% | 57 | +0.72% | -0.60% … +2.05% | **no** |
| 7% | 57 | +0.60% | -0.77% … +1.97% | **no** |
| 8% ← current | 57 | +0.52% | -0.88% … +1.92% | **no** |
| 9% | 57 | +0.49% | -0.93% … +1.90% | **no** |
| 10% | 57 | +0.47% | -0.95% … +1.89% | **no** |
| 12% | 57 | +0.47% | -0.95% … +1.89% | **no** |

Best mean at symbol-day level: **4%** cap (+1.25%/trade) vs current 8% (+0.52%/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 |
|---|---|---|---|---|
| ADBE | 3 | -0.988% | 4% | -0.429% |
| AMAT | 1 | +1.667% | 4% | +1.667% |
| AMD | 2 | +3.333% | 4% | +3.333% |
| APH | 1 | +1.250% | 4% | +1.250% |
| APP | 2 | +5.000% | 4% | +5.000% |
| ASML | 1 | +1.667% | 4% | +1.667% |
| ASX | 1 | +2.500% | 4% | +2.500% |
| BA | 1 | -0.674% | 4% | -0.500% |
| BCS | 1 | -0.870% | 4% | -0.800% |
| BX | 1 | -2.126% | 4% | -1.333% |
| CARR | 1 | -1.386% | 6% | -1.386% |
| CDNS | 1 | +2.500% | 4% | +2.500% |
| CMCSA | 1 | -0.955% | 4% | -0.800% |
| COIN | 3 | +3.750% | 4% | +3.750% |
| CRH | 1 | -0.551% | 4% | -0.500% |
| DASH | 1 | -1.066% | 7% | -1.000% |
| ENB | 1 | -0.419% | 4% | -0.419% |
| ETN | 1 | -6.383% | 4% | -4.000% |
| EW | 1 | +2.500% | 4% | +2.500% |
| FLEX | 2 | +5.000% | 4% | +5.000% |
| GEV | 1 | +5.000% | 4% | +5.000% |
| GLW | 1 | +1.667% | 4% | +1.667% |
| GOOG | 1 | +0.714% | 4% | +0.714% |
| IBKR | 1 | -2.148% | 5% | -1.667% |
| IMO | 2 | -1.377% | 4% | -1.377% |
| INTC | 3 | +3.000% | 4% | +3.000% |
| INTU | 1 | -2.000% | 7% | -1.750% |
| KEYS | 1 | +1.667% | 4% | +1.667% |
| KKR | 1 | -0.718% | 7% | -0.718% |
| LRCX | 1 | -8.000% | 4% | -4.000% |
| MELI | 1 | -0.822% | 4% | -0.667% |
| MNST | 1 | -0.441% | 4% | -0.400% |
| MS | 1 | -0.639% | 4% | -0.571% |
| MU | 1 | +1.667% | 4% | +1.667% |
| NBIS | 1 | +1.667% | 4% | +1.667% |
| NGG | 1 | -0.755% | 4% | -0.755% |
| NOK | 2 | +5.000% | 4% | +5.000% |
| NU | 1 | -1.142% | 4% | -0.571% |
| NVDA | 1 | +1.667% | 4% | +1.667% |
| NVO | 1 | -1.148% | 5% | -1.000% |
| NXPI | 1 | +1.667% | 4% | +1.667% |
| RKLB | 2 | +5.000% | 4% | +5.000% |
| SHOP | 1 | +5.000% | 4% | +5.000% |
| STM | 1 | +1.667% | 4% | +1.667% |
| TER | 2 | +2.500% | 4% | +2.500% |
| TFC | 2 | -2.054% | 4% | -2.000% |
| TRP | 1 | -0.452% | 4% | -0.444% |
| UBS | 1 | -1.006% | 4% | -1.000% |
| ZS | 1 | +5.000% | 4% | +5.000% |