A LONG-ONLY (structurally — prediction markets cannot be shorted) strategy on the recurring POLYMARKET binary series BTC-updown-15m. The tradeable unit is each freshly-minted 15-minute up/down market (resolves 1 if the reference price at close > the reference price at open, else 0). The mechanism is a near-arbitrage grounded in REALIZED VOLATILITY, not a fitted price pattern: late in a given market's life, if the underlying has already moved decisively in one direction, the probability that the remaining minutes reverse the SIGN of the move is small and directly computable from the coin's short-horizon realized volatility. When the market-implied probability of the already-favored outcome is materially BELOW that vol-implied fair probability, we buy the favored token and hold to resolution. Signal source is BINANCE spot 1-minute bars of the same coin (BTCUSDT.BINANCE_SPOT), used to (a) track the running move vs. the market's open reference and (b) estimate the per-minute realized-move standard deviation. This is NOT a directional bet on crypto and NOT an OHLCV momentum/mean-reversion strategy — it is a mispricing-capture on a binary whose fair value we can compute better than the market prices it, using data we already collect. It deliberately fills the single emptiest venue in the corpus (POLYMARKET = 0.0% of 3043 experiments) with a mechanism that has never been tried, and it clears the ~1% round-trip spread with a wide margin by design.