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The first version of the bot ran 12 strategies sourced from 10 different traders. After 3 years of backtest data, only 1 had positive expectancy and most were losing money in patterns consistent with structural problems (universe-method mismatch, stripped filters, calendar-based partials that hurt returns).

The narrowed active set is three Kullamägi swing setups. Lance Breitstein remains as a discipline overlay applied to entries and exits, not as a standalone signal generator. Hougaard and the other ranked-trader modules are research references only; they are not in the active dashboard.

~60 parameter variants were tested in parallel via bot/scripts/sweep.py. Four findings stuck:

• 3-of-3 momentum percentile rule (top X% on 1m AND 3m AND 6m simultaneously) beat 2-of-3 by ~0.4 OOS PF on the breakout. This is the corpus's literal "simultaneously" rule and it works.
• Lance's prior-bar ratchet trail at 0.3R arming lifted EP win rate from 67% to 78%. Earlier ratcheting catches more of the small wins that would otherwise revert.
• Looser parabolic-short run thresholds (large-cap 30%, small-cap 150%) caught more daily-bar parabolic candidates than the corpus's literal 50%/300% rule, which was tuned for intraday signals.
• Earnings/catalyst data is still a blocker. EP should be catalyst-confirmed and non-EP earnings blackouts should fail closed once the cache is complete.

What didn't work: confirmation candle (cuts the best winners that gap and run), wide universe of 1000+ tickers (more noise than signal), strict cap requirement on the parabolic short (kills all trades because most momentum names lack share-count metadata).

• Breitstein's A+ capitulation fade. Pure tape-reading; mechanical attempts produce the canonical "bot shorts the bottom tick" disaster. His teaching is mechanized as the discipline harness instead.
• Non-Kullamägi trader modules. Their published edges either require discretionary tape reading, unavailable data, or failed the current mechanical validation.
• Kullamägi's theme/sector pick. The corpus shows ~50% of his winners come from 1-2 dominant themes per period, identified by reading the tape. The leader scanner approximates this but doesn't have a real theme-momentum scorer.
• News and fundamentals. The corpus is explicit: don't predict the news, wait for the price reaction. We follow that.