Has anyone been succesful finding a profitable strategy after FX fees for Pennystocks only using OHLCV data?

I've been working on this for about 6 months. I have a strategy that works reasonably on more stable tickers, but pennystocks are proving to be much harder task. However, I would be interested to have something that would give me understanding on how to play during those high activity sessions. I've been experimenting only on liquid days (when there is some catalyst, or corrections after catalyst days) and use OHLCV to identify the current campaign state and the variables that seem to matter within that state. That seems to work ok, meaning there is some logic there, but prediction within those states is still weak, and my best models are only slightly better than a coin flips with small N:s. I'm wondering if what I'm missing is in combining OHLCV with L2 or fundamentals/SEC filings, especially dilution, offerings, warrants, float changes, and maybe of course catalyst quality etc. Has anyone here had success with this, and what data ended up being most useful? So far I've been hesitant to pay for more expensive data than what I already have.