A LONG-SHORT, single-instrument intraday mean-reversion strategy on XRPUSDT.BINANCE (USD-M perpetual, 15-minute bars) using a Connors-style RSI(2) signal — a DIFFERENT reversion trigger from the VWAP-z and Bollinger-band variants already in the pipeline, applied to a DIFFERENT symbol (XRP, which is exceptionally liquid and one of the most whippy/mean-reverting majors intraday). It is the product of this session's hard evidence about what produces a CLEAN, survivable backtest: the only long-short mechanism that has reached paper here is single-instrument intraday mean-reversion (SOL VWAP), while EVERY multi-asset perp basket I tried died on non-diagnostic backtest artifacts (445% vol / Sharpe>5), >50% drawdowns, or diluted factors, and every two-leg perp died on implausible-return risk_reject. So this is deliberately SINGLE-INSTRUMENT (clean P&L, no basket-aggregation or leg-sizing artifacts), PURE OHLCV (best-surviving tag), STANDARD BINANCE USD-M linear venue, and exactly 4 parameters (avoiding both overfit — the 202x killer — and the Layer-2 'too many __init__ attributes' failure that sank my 10-parameter taker-flow attempt). A ranging-regime (ADX) gate keeps it out of the trend days that are mean-reversion's main failure mode. Fills the two most under-represented survivable buckets: DIRECTION (long_short vs the 84.8% long-only over-weight) and HORIZON (short_1m_15m, 5.3% vs ≥10%).