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_GBP_AUD_report.json

@@ -2,42 +2,45 @@
   "pair": "GBP_AUD",
   "strategy_id": 4,
   "strategy_name": "S4_EMA_Ribbon_Scalp",
-  "total_trades": 79,
-  "win_rate_pct": 34.18,
-  "avg_rr": 1.25,
-  "expectancy_pips": -2.46,
-  "sharpe_ratio": -4.02,
-  "max_drawdown_pct": -21.21,
-  "profit_factor": 0.59,
-  "total_pnl_pips": -194.5,
-  "total_pnl_dollars": -19363.47,
-  "avg_win_pips": 13.23,
-  "avg_loss_pips": 10.61,
-  "max_consecutive_wins": 4,
-  "max_consecutive_losses": 10,
-  "avg_hold_time_minutes": 36.8,
-  "best_trade_pips": 30.01,
-  "worst_trade_pips": -20.79,
-  "best_trade_dollars": 2060.18,
-  "worst_trade_dollars": -1017.88,
-  "final_equity": 80636.53,
+  "total_trades": 571,
+  "win_rate_pct": 38.0,
+  "avg_rr": 1.13,
+  "expectancy_pips": -4.75,
+  "sharpe_ratio": -3.25,
+  "max_drawdown_pct": -70.26,
+  "profit_factor": 0.63,
+  "total_pnl_pips": -2713.91,
+  "total_pnl_dollars": -70126.02,
+  "avg_win_pips": 28.22,
+  "avg_loss_pips": 24.97,
+  "max_consecutive_wins": 6,
+  "max_consecutive_losses": 12,
+  "avg_hold_time_minutes": 265.5,
+  "best_trade_pips": 97.29,
+  "worst_trade_pips": -83.64,
+  "best_trade_dollars": 2227.85,
+  "worst_trade_dollars": -1000.0,
+  "final_equity": 29873.98,
   "starting_equity": 100000.0,
   "session_breakdown": {
     "LONDON": {
-      "trades": 41,
-      "win_rate": 26.82926829268293,
-      "total_pnl_pips": -178.7168295102963
+      "trades": 388,
+      "win_rate": 37.88659793814433,
+      "total_pnl_pips": -1695.5452153584915
     },
     "OVERLAP": {
-      "trades": 38,
-      "win_rate": 42.10526315789473,
-      "total_pnl_pips": -15.785910522057456
+      "trades": 183,
+      "win_rate": 38.25136612021858,
+      "total_pnl_pips": -1018.3638497348865
     }
   },
   "exit_reasons": {
-    "SL": 52,
-    "TP1+TP2+SL": 11,
-    "TP1+SL": 12,
-    "TP3": 4
+    "SL": 353,
+    "TP1+TP2+SL": 64,
+    "TP1+SL": 84,
+    "TP3": 51,
+    "TP1+TIME": 5,
+    "TIME": 7,
+    "TP1+TP2+TIME": 7
   }
 }