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>

results/phase1/S4_EUR_AUD_report.json

@@ -2,42 +2,46 @@
   "pair": "EUR_AUD",
   "strategy_id": 4,
   "strategy_name": "S4_EMA_Ribbon_Scalp",
-  "total_trades": 64,
-  "win_rate_pct": 39.06,
-  "avg_rr": 1.57,
-  "expectancy_pips": 0.03,
-  "sharpe_ratio": -1.44,
-  "max_drawdown_pct": -10.14,
-  "profit_factor": 0.82,
-  "total_pnl_pips": 2.01,
-  "total_pnl_dollars": -6615.42,
-  "avg_win_pips": 12.59,
-  "avg_loss_pips": 8.02,
-  "max_consecutive_wins": 3,
-  "max_consecutive_losses": 5,
-  "avg_hold_time_minutes": 46.2,
-  "best_trade_pips": 36.66,
-  "worst_trade_pips": -14.72,
-  "best_trade_dollars": 2401.09,
-  "worst_trade_dollars": -1017.5,
-  "final_equity": 93384.58,
+  "total_trades": 531,
+  "win_rate_pct": 39.74,
+  "avg_rr": 1.14,
+  "expectancy_pips": -3.24,
+  "sharpe_ratio": -2.21,
+  "max_drawdown_pct": -60.51,
+  "profit_factor": 0.74,
+  "total_pnl_pips": -1721.5,
+  "total_pnl_dollars": -57192.16,
+  "avg_win_pips": 24.67,
+  "avg_loss_pips": 21.65,
+  "max_consecutive_wins": 5,
+  "max_consecutive_losses": 13,
+  "avg_hold_time_minutes": 276.4,
+  "best_trade_pips": 86.03,
+  "worst_trade_pips": -44.06,
+  "best_trade_dollars": 1812.98,
+  "worst_trade_dollars": -1062.74,
+  "final_equity": 42807.84,
   "starting_equity": 100000.0,
   "session_breakdown": {
     "LONDON": {
-      "trades": 36,
-      "win_rate": 33.33333333333333,
-      "total_pnl_pips": -37.71266692845352
+      "trades": 329,
+      "win_rate": 41.03343465045592,
+      "total_pnl_pips": -1070.278089009583
     },
     "OVERLAP": {
-      "trades": 28,
-      "win_rate": 46.42857142857143,
-      "total_pnl_pips": 39.72751125460139
+      "trades": 202,
+      "win_rate": 37.62376237623762,
+      "total_pnl_pips": -651.2189908399273
     }
   },
   "exit_reasons": {
-    "TP1+SL": 9,
-    "TP1+TP2+SL": 9,
-    "SL": 39,
-    "TP3": 7
+    "TP1+TP2+SL": 80,
+    "TP1+TP2+TIME": 9,
+    "SL": 319,
+    "TP1+SL": 67,
+    "TP3": 50,
+    "TP1+TIME": 3,
+    "TIME": 2,
+    "TP1+TP2+END": 1
   }
 }