diff --git a/README.md b/README.md
index 3e19426..aa902cc 100644
--- a/README.md
+++ b/README.md
@@ -2,7 +2,7 @@
 
 [![CI/CD](https://img.shields.io/badge/CI%2FCD-passing-brightgreen)](https://github.com/OnePunchMonk/AgentQuant/actions)
 ![Python](https://img.shields.io/badge/python-3.10%2B-blue)
-![Tests](https://img.shields.io/badge/tests-191%20passed-brightgreen)
+![Tests](https://img.shields.io/badge/tests-196%20passed-brightgreen)
 ![Last Updated](https://img.shields.io/badge/last%20updated-2026--09--22-blue)
 
 > **AgentQuant does not just search for trading strategies; it evolves how it searches for them.**
diff --git a/tests/test_momentum_legacy.py b/tests/test_momentum_legacy.py
new file mode 100644
index 0000000..fbbda25
--- /dev/null
+++ b/tests/test_momentum_legacy.py
@@ -0,0 +1,54 @@
+"""Tests for the backward-compatible src.strategies.momentum wrapper."""
+
+import numpy as np
+import pandas as pd
+import pytest
+
+from src.strategies.momentum import create_momentum_signals
+
+
+def _make_close_series(n: int = 300, trend: float = 0.001, seed: int = 0) -> pd.Series:
+    rng = np.random.default_rng(seed)
+    close = 100 * np.cumprod(1 + rng.normal(trend, 0.01, n))
+    idx = pd.date_range("2020-01-01", periods=n)
+    return pd.Series(close, index=idx, name="Close")
+
+
+def test_accepts_series_input():
+    close = _make_close_series()
+    entries, exits = create_momentum_signals(close)
+    assert isinstance(entries, pd.Series)
+    assert isinstance(exits, pd.Series)
+    assert len(entries) == len(close)
+    assert len(exits) == len(close)
+
+
+def test_accepts_dataframe_input():
+    close = _make_close_series()
+    df = close.to_frame("Close")
+    entries, exits = create_momentum_signals(df)
+    assert len(entries) == len(df)
+    assert len(exits) == len(df)
+
+
+def test_entries_and_exits_are_boolean_and_mutually_exclusive():
+    close = _make_close_series(trend=0.002)
+    entries, exits = create_momentum_signals(close)
+    assert entries.dtype == bool
+    assert exits.dtype == bool
+    assert not (entries & exits).any()
+
+
+def test_custom_windows_are_respected():
+    close = _make_close_series(n=400, seed=7)
+    entries_a, exits_a = create_momentum_signals(close, fast_window=5, slow_window=20)
+    entries_b, exits_b = create_momentum_signals(close, fast_window=21, slow_window=63)
+    assert not entries_a.equals(entries_b) or not exits_a.equals(exits_b)
+
+
+def test_flat_series_produces_no_signals():
+    idx = pd.date_range("2020-01-01", periods=100)
+    close = pd.Series(100.0, index=idx)
+    entries, exits = create_momentum_signals(close)
+    assert not entries.any()
+    assert not exits.any()