diff --git a/bridge.py b/bridge.py
index 1b77058..1e127b7 100644
--- a/bridge.py
+++ b/bridge.py
@@ -380,6 +380,12 @@ STRATEGY_META = {
         "params": {},
         "markets": ["us"],
     },
+    "trend_rider_v7_vt36": {
+        "label": "Trend Rider V7 (VT36% + PT30) ★ SOTA",
+        "category": "tactical_allocation",
+        "params": {},
+        "markets": ["us"],
+    },
     # --- Stock-picker ensembles (US S&P 500 universe) ---
     "ensemble_alpha_top10": {
         "label": "Ensemble Alpha Top 10",
diff --git a/trader.py b/trader.py
index e9d2eab..0a5f944 100644
--- a/trader.py
+++ b/trader.py
@@ -178,6 +178,7 @@ STRATEGY_REGISTRY = {
     "trend_rider_v7": lambda **kw: TrendRiderV7(),
     "trend_rider_v7_vt24": lambda **kw: TrendRiderV7(target_vol=0.24, min_lev=0.5),
     "trend_rider_v7_vt32": lambda **kw: TrendRiderV7(target_vol=0.32, min_lev=0.7),
+    "trend_rider_v7_vt36": lambda **kw: TrendRiderV7(target_vol=0.36, min_lev=0.75),
     # --- Stock-picker ensemble strategies (S&P 500 universe) ---
     "ensemble_alpha_top10": lambda **kw: EnsembleAlphaStrategy(top_n=10),
     "ensemble_alpha_top12": lambda **kw: EnsembleAlphaStrategy(top_n=12),
@@ -222,6 +223,7 @@ ETF_STRATEGY_UNIVERSES = {
     "trend_rider_v7": sorted(set(ETF_UNIVERSE)),
     "trend_rider_v7_vt24": sorted(set(ETF_UNIVERSE)),
     "trend_rider_v7_vt32": sorted(set(ETF_UNIVERSE)),
+    "trend_rider_v7_vt36": sorted(set(ETF_UNIVERSE)),
 }
 
 # Strategies that use the market's stock universe PLUS fixed extra ETF tickers.
@@ -1296,6 +1298,7 @@ def cmd_monitor(args):
         print(f"    Evening: {sched['eve_h']:02d}:{sched['eve_m']:02d} {sched['tz']}")
         print(f"    Fixed fee: {fee:.2f}/trade")
     print(f"  Strategies: {', '.join(strategies)}")
+    print(f"  Auto-reload: ON (new strategies picked up each phase)")
     print(f"{'='*60}")
 
     # Use UTC as common reference for sleeping
@@ -1328,12 +1331,34 @@ def cmd_monitor(args):
             all_candidates.extend(_next_events_for_market(mkt, now_utc))
         return min(all_candidates, key=lambda x: x[0])
 
+    def _reload_strategies():
+        """Re-read STRATEGY_REGISTRY to pick up new strategies without restart."""
+        import importlib
+        import trader as _self_mod
+        importlib.reload(_self_mod)
+        current = list(_self_mod.STRATEGY_REGISTRY.keys())
+        return current, _self_mod.STRATEGY_REGISTRY
+
     def _run_phase(market, phase, now_utc):
         """Run all strategies for a market/phase."""
+        nonlocal strategies
         sched = market_schedules[market]
         tz = sched["tz"]
         now_local = now_utc.astimezone(tz)
 
+        # Hot-reload strategy list from registry
+        try:
+            reloaded_names, reloaded_reg = _reload_strategies()
+            new_strats = set(reloaded_names) - set(strategies)
+            if new_strats:
+                print(f"[monitor] Hot-reload: +{len(new_strats)} new strategies: "
+                      f"{', '.join(sorted(new_strats))}")
+                strategies = reloaded_names
+                # Update the global registry so cmd_morning/cmd_auto use new strategies
+                globals().update({"STRATEGY_REGISTRY": reloaded_reg})
+        except Exception as e:
+            print(f"[monitor] Hot-reload failed (using cached list): {e}")
+
         print(f"\n[monitor] {'='*55}")
         print(f"[monitor] {market.upper()} {phase.upper()} at "
               f"{now_local.strftime('%Y-%m-%d %H:%M:%S %Z')}")
@@ -1370,7 +1395,7 @@ def cmd_monitor(args):
                 traceback.print_exc()
 
         print(f"[monitor] {market.upper()} {phase} done — "
-              f"{len(strategies)} strategies")
+              f"{len(strategies)} strategies\n")
 
     while True:
         now_utc = datetime.now(utc)