A LONG-SHORT, single-instrument, event-driven strategy on SOLUSDT.BINANCE (USD-M perp) that fades FORCED DELEVERAGING. It adapts the liquidation-cascade-reversal archetype to data the catalog actually holds deeply: instead of the thin, per-symbol LIQUIDATION feed that keeps dying data_unavailable (L58), it uses the robust, deep OPEN-INTEREST supplementary series — a sharp OI CONTRACTION is the aggregate footprint of a cascade of positions being force-closed, without needing individual liquidation prints. The premise: when OI collapses on a sharp DOWN move, over-leveraged longs have been flushed and price tends to bounce; when OI collapses on a sharp UP move, a short squeeze has exhausted its fuel and price tends to fade. It is deliberately COMPUTATIONALLY TRIVIAL to dodge the Layer-3 timeout / 'float not callable' failures that just killed every options sleeve: the only state is OI percent-change over a short rolling window and an ATR — a few scalars per bar, NO per-bar full-history rescans, NO sorted()/min() over long lists, NO options greeks. 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-broken right now), NOT the thin liquidation feed (L58), NOT a sub-fee microstructure fade (the post-washout bounce is percent-scale, not tick-scale). Fills the under-represented long-short (14% vs the ≤55% long-only ceiling) and short/mid horizon buckets, and uses supplementary data. Exactly 3 tunable parameters: OI-contraction threshold, ATR stop multiple, and ATR take-profit multiple.