Persisted data is stored in SumatraPDF-settings.txt file.
In portable version the file is stored in the same directory as SumatraPDF executable. In non-portable version, it's in %LOCALAPPDATA%\SumatraPDF directory.
Starting with version 1.6 we also persist thumbnails for "Frequently read" list. They are stored in subdirectory sumatrapdfcache as .png files.
See for information about all the settings.
To add more settings:

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