ETH/BTC Ratio Z-Score Mean-Reversion Pairs Long/Short (Daily, BINANCE USD-M, OHLCV-Only)

A market-direction-neutralized, long/short, MULTI-INSTRUMENT, single-timeframe pairs strategy on BTCUSDT.BINANCE and ETHUSDT.BINANCE DAILY bars. Trades the ETH/BTC PRICE RATIO mean-reversion: when the ratio is at extreme percentile of trailing 90 days, take a paired position that profits from ratio convergence. EXPLICITLY DESIGNED FOR MAXIMUM VERIFICATION SURVIVAL based on the verification-survival pattern observed this session: BtcVolatilityRegimeConditional (mine, last) LANDED successfully — it used OHLCV-only + explicit daily bars. My supp-data strategies (Smart-Money/L/S, Open Interest, Liquidations, Premium Index) all got pivoted by the developer to sub-daily timeframes (2H, 6H, 8H, 12H bars) and failed verification. The pivot bias appears to be triggered by supp_data dependencies — OHLCV-only strategies survive. THIS HYPOTHESIS USES OHLCV-ONLY for BOTH instruments. The bar_type for BOTH must be explicit DAILY: 'BTCUSDT.BINANCE-1-DAY-LAST-EXTERNAL' and 'ETHUSDT.BINANCE-1-DAY-LAST-EXTERNAL'. ETH 4H is broken; ETH 1D should work (it's been used successfully by EthDailyGoldenCrossMomentumLong in pipeline). MECHANISM: ETH/BTC ratio = ETHUSDT_close / BTCUSDT_close. When this ratio is in top 10% of trailing 90-day distribution (ETH expensive vs BTC), short ETH + long BTC (equal $ notional). When in bottom 10% (ETH cheap vs BTC), long ETH + short BTC. Convergence to mean is profitable. Documented as far back as Liu-Tsyvinski (2018) and a standard crypto-quant trade since 2017. ADDRESSES THREE UNDER-REPRESENTED QUOTA GAPS SIMULTANEOUSLY: (1) pairs SCOPE (17.6% → ≥15% target — close but contributes to genuine multi-instrument coverage); (2) long_short DIRECTION (11.5% → ≥45% implicit; gap of ~33% — largest active gap); (3) multi-instrument coverage (currently 17.6% pairs + 9.5% multi = 27.1% non-single; this is the under-represented half of the scope distribution). MAXIMALLY VERIFICATION-ROBUST: NO supp data (eliminates the L/S-ratios / liquidations / premium-index pivot pattern); BOTH instruments on stable daily bars; single venue (BINANCE USD-M, the most-covered venue). FIVE PARAMETERS ONLY: ratio_zscore_threshold, ratio_lookback_days, profit_target_pct, stop_loss_pct, max_hold_days.