# Stop-loss recovery — all — 2026-08-24

Read-only research (`pnpm stop-loss-recovery all 20`). For every trade the stop closed, what the price did next.
Horizon capped at **20 trading days** past each exit. Bars: daily, split-adjusted, feed `iex`.

**Not evidence for a parameter change on its own.** "Held" assumes no exit rule and no capital cost, "best" assumes perfect hindsight,
and trades cluster by symbol — read the per-symbol table before the totals. See the header comment in `src/scripts/stopLossRecovery.ts`.

### All stop-losses

- Trades: **72** across **31** symbol(s)
- Realized at the stop: median **-4.20%**, total **-$2438.21**
- Held instead: median **-2.06%**, total **-$129.09**
- **Dollar effect of never stopping: +$2309.12**
- Better off held: 43/72 (60%) — but actually PROFITABLE held: 21/72 (29%)
- Could have exited green at some point (hindsight upper bound): 27/72 (38%)
- Price regained the entry (intraday high): 37/72 (51%)

### Strategy: crypto-trend-v1

- Trades: **1** across **1** symbol(s)
- Realized at the stop: median **+6.03%**, total **+$47.51**
- Held instead: median **+18.17%**, total **+$143.14**
- **Dollar effect of never stopping: +$95.63**
- Better off held: 1/1 (100%) — but actually PROFITABLE held: 1/1 (100%)
- Could have exited green at some point (hindsight upper bound): 1/1 (100%)
- Price regained the entry (intraday high): 1/1 (100%)

### Strategy: orb-v1

- Trades: **31** across **20** symbol(s)
- Realized at the stop: median **-0.97%**, total **-$712.77**
- Held instead: median **+1.52%**, total **+$1367.39**
- **Dollar effect of never stopping: +$2080.16**
- Better off held: 18/31 (58%) — but actually PROFITABLE held: 17/31 (55%)
- Could have exited green at some point (hindsight upper bound): 23/31 (74%)
- Price regained the entry (intraday high): 28/31 (90%)

### Strategy: qsr

- Trades: **39** across **10** symbol(s)
- Realized at the stop: median **-6.82%**, total **-$1697.64**
- Held instead: median **-4.06%**, total **-$1503.10**
- **Dollar effect of never stopping: +$194.53**
- Better off held: 24/39 (62%) — but actually PROFITABLE held: 3/39 (8%)
- Could have exited green at some point (hindsight upper bound): 3/39 (8%)
- Price regained the entry (intraday high): 8/39 (21%)

### Strategy: vwap-mr-v1

- Trades: **1** across **1** symbol(s)
- Realized at the stop: median **-3.37%**, total **-$75.31**
- Held instead: median **-6.12%**, total **-$136.51**
- **Dollar effect of never stopping: -$61.20**
- Better off held: 0/1 (0%) — but actually PROFITABLE held: 0/1 (0%)
- Could have exited green at some point (hindsight upper bound): 0/1 (0%)
- Price regained the entry (intraday high): 0/1 (0%)

## By symbol

| Symbol | Strategy | n | Last exit | Bars after | Stopped at | +1d | +5d | +10d | +20d | Held | Best | Regained | Stop $ | Held $ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AEP | qsr | 2 | 2026-08-21 | 1 | -4.20% | -4.06% | – | – | – | -4.06% | -4.06% | 0/2 | -$117.26 | -$113.30 |
| AMD | orb-v1 | 1 | 2026-08-13 | 7 | -1.39% | +3.95% | -5.15% | – | – | -7.34% | +3.95% | 1/1 | -$13.80 | -$72.66 |
| ANET | orb-v1 | 3 | 2026-07-23 | 20 | -1.46% | -2.71% | -4.42% | +7.35% | +2.63% | +2.63% | +17.57% | 3/3 | -$122.56 | +$1070.35 |
| APP | orb-v1 | 1 | 2026-07-20 | 20 | -1.29% | -0.79% | -4.47% | -5.98% | -27.77% | -27.77% | -0.79% | 1/1 | -$33.42 | -$719.46 |
| COIN | orb-v1 | 2 | 2026-07-30 | 17 | -1.18% | -10.62% | -11.17% | -5.95% | – | +12.03% | +14.02% | 1/2 | -$57.78 | +$93.22 |
| CRM | orb-v1 | 2 | 2026-08-11 | 9 | -0.84% | -2.47% | -1.13% | – | – | +5.93% | +5.93% | 2/2 | -$32.04 | +$380.75 |
| DIS | orb-v1 | 1 | 2026-07-29 | 18 | -0.49% | -3.03% | +2.60% | +4.08% | – | +11.12% | +11.12% | 1/1 | -$12.25 | +$275.75 |
| DOGE/USD | crypto-trend-v1 | 1 | 2026-08-20 | 4 | +6.03% | +21.42% | – | – | – | +18.17% | +23.89% | 1/1 | +$47.51 | +$143.14 |
| EBAY | qsr | 2 | 2026-08-17 | 5 | -6.82% | -5.26% | -1.45% | – | – | -1.45% | -1.45% | 0/2 | -$117.76 | -$24.96 |
| ETR | qsr | 2 | 2026-08-21 | 1 | -2.83% | -2.20% | – | – | – | -2.20% | -2.20% | 0/2 | -$39.69 | -$30.59 |
| GOOGL | vwap-mr-v1 | 2 | 2026-08-05 | 13 | -2.22% | -3.81% | -7.66% | -7.33% | – | -6.12% | -3.81% | 1/2 | -$99.26 | +$18.95 |
| HDB | qsr | 2 | 2026-08-12 | 8 | -4.60% | -4.52% | -4.15% | – | – | -2.31% | -2.31% | 0/2 | -$101.32 | -$50.81 |
| INTC | orb-v1 | 1 | 2026-07-22 | 20 | -2.22% | -4.70% | -21.97% | -3.72% | -11.55% | -11.55% | -0.34% | 1/1 | -$53.64 | -$278.84 |
| ITUB | qsr | 5 | 2026-08-20 | 2 | -5.28% | -1.19% | – | – | – | -0.53% | -0.53% | 5/5 | -$61.20 | -$8.38 |
| JPM | orb-v1 | 4 | 2026-08-14 | 6 | -0.45% | -1.03% | -3.63% | – | – | -2.63% | -0.42% | 4/4 | -$30.96 | +$6.18 |
| MARA | orb-v1 | 2 | 2026-08-05 | 13 | -3.17% | -10.63% | -19.29% | -19.25% | – | -3.72% | -3.72% | 1/2 | -$112.57 | -$356.93 |
| MO | qsr | 8 | 2026-08-12 | 8 | -5.92% | -4.70% | -3.27% | – | – | +0.07% | +0.07% | 3/8 | -$396.12 | -$46.50 |
| MSFT | orb-v1 | 1 | 2026-08-13 | 7 | -0.68% | -0.86% | -3.69% | – | – | -2.15% | -0.86% | 1/1 | -$6.79 | -$21.47 |
| NXPI | qsr | 8 | 2026-08-03 | 15 | -8.80% | -4.07% | -5.72% | -6.07% | – | -10.76% | -3.07% | 0/8 | -$450.65 | -$653.50 |
| ORCL | orb-v1 | 1 | 2026-08-13 | 7 | -1.71% | -4.49% | -9.74% | – | – | -8.78% | -4.49% | 0/1 | -$21.56 | -$110.52 |
| QCOM | orb-v1 | 2 | 2026-07-28 | 19 | -0.65% | -6.80% | -2.59% | -2.62% | – | -5.10% | +0.51% | 2/2 | -$30.18 | -$222.26 |
| RKLB | qsr | 6 | 2026-08-20 | 2 | -8.08% | -9.14% | – | – | – | -13.19% | -9.14% | 0/6 | -$238.78 | -$385.85 |
| SHOP | orb-v1 | 1 | 2026-07-29 | 18 | -0.85% | -6.29% | +10.48% | +15.20% | – | +14.86% | +21.39% | 1/1 | -$21.03 | +$368.79 |
| SMCI | orb-v1 | 1 | 2026-07-23 | 20 | -3.04% | -5.43% | -12.90% | -7.72% | +14.58% | +14.58% | +25.17% | 1/1 | -$75.46 | +$362.12 |
| SOFI | orb-v1 | 1 | 2026-08-14 | 6 | -0.59% | -0.87% | +2.24% | – | – | -0.32% | +2.24% | 1/1 | -$7.59 | -$4.14 |
| SPY | orb-v1 | 1 | 2026-08-10 | 10 | -0.17% | -0.45% | -0.18% | -1.33% | – | -1.33% | +0.49% | 1/1 | -$1.31 | -$10.33 |
| TSLA | orb-v1 | 1 | 2026-08-11 | 9 | -1.04% | -2.25% | +0.56% | – | – | +6.30% | +8.29% | 1/1 | -$10.41 | +$63.27 |
| TXN | qsr | 2 | 2026-08-21 | 1 | -8.09% | -10.11% | – | – | – | -10.11% | -10.11% | 0/2 | -$46.60 | -$57.99 |
| UNH | orb-v1 | 1 | 2026-08-20 | 2 | -0.89% | -0.54% | – | – | – | +1.52% | +1.52% | 1/1 | -$10.50 | +$17.92 |
| VST | qsr | 2 | 2026-08-07 | 11 | -9.65% | -5.38% | -1.90% | -9.81% | – | -9.65% | -1.90% | 0/2 | -$128.26 | -$131.22 |
| XOM | orb-v1 | 3 | 2026-07-27 | 20 | -0.55% | -1.18% | +0.03% | +3.07% | +4.99% | +4.99% | +7.23% | 3/3 | -$34.97 | +$370.18 |

## Excluded (9)

- HON (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- HON (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- ENB (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- ENB (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- ENB (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- ENB (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- CRM (orb-v1, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- INTC (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet
- HON (qsr, exited 2026-08-24) — stopped too recently — no post-exit bar yet