Does the existence of profitable technical analysis traders invalidate all forms of Efficient Market Hypothesis?

Three forms of EMH:

Weak form: No patterns exist in markets. Technical analysis invalidated.

Semi strong: Public info is priced into securities. Technical & fundamental analysis invalidated, unless you have private info.

Strong: Every single thing is priced in, no such thing as beating the market besides with luck.

Clearly the success of technical analysis traders, albeit rare, has not led to the invalidation of this model.

I suppose this is the case because people believe:

1. It is just a model and markets are not really efficient, but efficient enough to say they are??

2. All successful day traders are lucky