LTC–BCH Cointegrated Ratio Mean-Reversion — Market-Neutral Pairs Spread on Two Classic Correlated Payment-Coin Perps (Both BINANCE USD-M), Log-Ratio Bollinger z, Correlation-Gated to Skip Broken-Pair Regimes (4H Bars, Long-Short, 3-Parameter)

A MARKET-NEUTRAL, LONG-SHORT statistical-arbitrage pair on two structurally-linked, highly-correlated mid-cap payment coins: LTCUSDT.BINANCE and BCHUSDT.BINANCE (both USD-M perps, both BTC-fork 'digital-cash' assets that have co-moved for years). It is bar-driven and COMPUTATIONALLY TRIVIAL by design — the entire signal is an incrementally-updated rolling mean/std and rolling correlation of two price series (a few scalars per bar, NO per-bar full-history rescans, NO sorted()/min() over long lists) — directly avoiding the Layer-3 timeout / 'float not callable' infra failures that just killed the options sleeves. It is deliberately DISTINCT from the pending SOL–ETH pair: different assets, a different signal construction (log-price-RATIO Bollinger z-score rather than a rolling-beta regression residual), and an explicit CORRELATION GATE that only trades when the pair is currently behaving as a pair — the single most important fix for the classic pairs death (a cointegration break that turns reversion into a runaway trend). It avoids every dead class: NOT single-asset momentum/trend (0/213, L56), NOT funding carry/differential (L57), NOT cross-sectional baskets (dead), NOT options (infra-fragile right now), NOT a liquidation/quarterly feed (L58). Fills the under-represented long-short direction bucket (14% vs the ≤55% long-only ceiling that is currently at 86%). Exactly 3 tunable parameters: entry z-threshold, exit z-threshold, and the rolling lookback (which also sets the correlation window).