The Gamboni appears in an anecdote in Victor Sperandeo's seminal "Trader Vic: Methods of a Wall St Master"
It features a poker player, Joe, who is extremely good at poker and has to move from city to city in order to play anonymously for high stakes. Eventually he ends up playing a few slack jawed yokels in a barn in the middle of nowhere. He thinks he's already won, given the unsophisticated nature of the competition. Soon, he gains a full house, the others fold and the game is down to two people. He calls and the other fella has a dreadful hand, just three clubs and two diamonds. So Joe thinks he has won and tries to grab the pot, but is told to look behind him where, tacked to the wall, is a notice that says "Three clubs and two diamonds constitute a Gamboni, the top winning hand in this establishment". So he loses that round, but continues to play. Rules are rules after all. Eventually he ends up with his own Gamboni and bets everything on it. Unfortunately when he calls, he is pointed to another notice that says "Only one Gamboni will be permitted per night in this establishment", meaning poor old Joe loses the lot.
A long winded shaggy dog story that says, quite simply, the secret of the Gamboni is if you want to win in the financial markets you've got to know the rules; and also you can't win without being at the table. A bit of a let down as a story climax perhaps, but still very true.
This may apply to trading programs because they don't take account of the fact that some "rules" in the market are in a state of continual change and must always be watched for variation.