Phase 1 complete: S3-S6 strategies, S4 variant analysis, learnings doc

- S3 Key Level Breakout: best performer (52-53% WR, PF ~1.0 on JPY crosses)
- S4 EMA Ribbon: tested 7 variants (D/E/F/F-v2/G/G-Minimal), exhausted
  - Only EUR_AUD S4-F marginally profitable (PF 1.06)
  - Detailed filter funnel analysis revealed contradictory filter stacking
- S5 Momentum Exhaustion: extended to 5 pairs, PF 0.43-0.77
- S6 EMA Bounce: 59-60% WR but PF 0.83-0.84, needs SL/TP restructuring
- Added STRATEGY_LEARNINGS.md with design principles and next steps
- Added M5 data downloader for 3-timeframe strategies
- Updated README with full strategy scorecard

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

.claude/settings.local.json

@@ -17,7 +17,25 @@
       "Bash(docker-compose down:*)",
       "Bash(docker-compose logs:*)",
       "Bash(echo:*)",
-      "Bash(docker exec:*)"
+      "Bash(docker exec:*)",
+      "Bash(wc:*)",
+      "WebSearch",
+      "WebFetch(domain:tradingview.github.io)",
+      "WebFetch(domain:raw.githubusercontent.com)",
+      "WebFetch(domain:github.com)",
+      "Bash(ls:*)",
+      "Bash(curl:*)",
+      "Bash(start http://admin:changeme@127.0.0.1:5000/backtest-chart)",
+      "Bash(start \"\" \"C:/Users/brent/Documents/fx-quant/results/phase1/S1_GBP_AUD_trades.pdf\")",
+      "Bash(start \"\" \"C:/Users/brent/Documents/fx-quant/results/phase1/S1_EUR_AUD_trades.pdf\")",
+      "Bash(start \"\" \"C:/Users/brent/Documents/fx-quant/results/phase1/S3_GBP_JPY_trades.pdf\")",
+      "Bash(start \"\" \"C:/Users/brent/Documents/fx-quant/results/phase1/S3_USD_JPY_trades.pdf\")",
+      "Bash(start \"\" \"C:/Users/brent/Documents/fx-quant/results/phase1/S3_GBP_USD_trades.pdf\")",
+      "Bash(node:*)",
+      "Bash(printf:*)",
+      "Bash(test:*)",
+      "Bash(reg query:*)",
+      "Bash(powershell -Command \"[Environment]::GetEnvironmentVariable\\(''NODE_OPTIONS'', ''User''\\)\")"
     ]
   }
 }