A LONG-SHORT, single-instrument directional strategy on SOLUSDT.BINANCE (USD-M perpetual), daily bars, applying the session's WINNING composite form — the zero-parameter, equal-weight, always-in 5-factor daily composite — to the highest-volatility liquid major as a clean single-asset completeness test. HONEST framing up-front: the composite family is now DEFINITIVELY falsified as a promotion path — the zero-param BTC composite came in at deflated Sharpe 0.847 (<0.95) and did NOT generalize in walk-forward; more factors, more assets (multi-major, outlier-driven), gating, and horizon-diversification all made it worse or equal. So this is NOT expected to promote; it is a clean diagnostic of whether SOL's much higher volatility (larger per-trade moves, higher raw signal amplitude) lifts the composite's deflated Sharpe above BTC's 0.85 ceiling — the one asset-volatility dimension untested cleanly (the multi-major basket that included SOL was contaminated by early-SOL thin-liquidity outliers, kurtosis 18.5; a standalone recent-history SOL test isolates that). It uses the exact winning form and avoids all falsified levers (no gating, no addition, no parameter search). NOT the confluence template (L56 — 5-factor composite), NOT a single-signal probe, NOT gated/selectivity (falsified), NOT convex/regime-decayed, NOT cross-sectional (L52 — single asset), NOT reversion (L53), NOT microstructure/carry/basis/options (dead/infra). Fills long-short (13.5%). Risk: vol-normalized sizing capped 20% of equity*leverage; 2x leverage cap (reads self.config.leverage).