BNB BINANCE Futures Daily Range-Expansion Breakout Long-Short (Linda Raschke Style, 3-Parameter, OHLCV-Only)

Long+short directional range-expansion breakout strategy on BNBUSDT.BINANCE (USD-M perpetual) using daily bars. This is a mechanism class explicitly distinct from every existing portfolio entry: it requires not just a directional breakout (today's close beyond yesterday's high or low) but ALSO that today's range itself is meaningfully wide compared to recent history (today's true range > 1.5× the 10-day median true range). This dual requirement filters out 'narrow-range breakouts' — situations where price grinds above yesterday's high without conviction — which are the dominant noise mode that breaks generic Donchian and TSM strategies. The 'range expansion' filter is Linda Raschke's (1992) classical contribution to systematic trading, well-documented across futures and equities. The mechanism is mechanically orthogonal to all existing portfolio mechanisms: not Donchian (uses N-bar high, not range comparison); not TSM (uses signed return, not volatility expansion); not Bollinger squeeze (uses width compression, not range expansion at breakout); not Dow theory (uses pattern peaks, not single-bar expansion); not pullback (buys dips, not breakout days); not ORB (no session anchor). This is a single-bar high-conviction signal that's mechanically uncorrelated with the existing book. BNB BINANCE futures is the chosen venue because: (a) BNB is the 4th-largest crypto with ~$500M-$1B daily futures volume (massively above the ETC liquidity floor that killed cross-instrument generalization), (b) BNB has 5+ years of continuous Binance perp data (long enough for robust 3-window walk-forward), (c) BNB's distinct fundamental drivers — exchange token, quarterly burns, BNB Chain ecosystem launches — make it less correlated with BTC-driven momentum signals than ETH/SOL, providing genuine diversification when added alongside BTC/ETH/SOL TSM strategies already in portfolio, (d) Binance futures venue allows BOTH directions natively (SPOT cannot), filling the long+short quota gap (currently 12.0% vs ~45% target — the largest under-represented DIRECTION bucket), (e) the 0.10% RT fee floor on Binance futures is appropriate for daily-frequency strategies (clearable by typical 4-10% daily moves). Pure OHLCV — NO supplementary data dependency (avoids the 14+ session abandons from infra gaps). 3 parameters total: range_lookback=10, range_multiplier=1.5, atr_stop_mult=1.5. NOT a cross-venue port (the HL SOL TSM abandon proved cross-venue claims are unreliable). NOT a cross-instrument port (this is a freshly-motivated test of a mechanism not yet tried on this asset). Hard stop included from start.