A LONG/SHORT, single-instrument, single-venue intraday mean-reversion strategy on BTC-USD.HYPERLIQUID perpetual using 1-HOUR bars and OHLCV-only data. This deliberately fills the two worst-violated quota buckets that are ALSO testable in the current engine: HYPERLIQUID venue (5.0% actual vs 20% target — the largest under-represented TESTABLE venue gap, since options/COIN-M/cross-venue-netting are all tooling-blocked) and long_short direction (12.7% vs 55% ceiling on long-only). It transplants the ONE mechanism class proven to clear every optimization gate this session — daily-anchored VWAP excursion mean-reversion (the ETH 1H BINANCE sibling was promoted) — onto a venue and asset where it has not yet been tried in a long/short form. Critically it AVOIDS the documented failure traps: (a) it uses 1H bars on BTC, which has ~2.5+ years of continuous HYPERLIQUID history (>20,000 bars), sidestepping the SOL-15m-38-day data-insufficiency abandon; (b) it is fully bookable as single-instrument directional PnL (no funding-cash-flow accounting, no cross-venue MTM netting, no multi-leg options — the four architectural tooling gaps that killed every carry/basis/VRP hypothesis this session); (c) it sizes the stop RELATIVE to the entry z-score's expected reversion rather than a fixed tight % (the SOL VWAP abandon noted a fixed -1.5% stop was too tight vs the recovery target, producing an inverted win/loss profile). Mechanism: maintain a daily-anchored VWAP (reset 00:00 UTC) and a rolling standard deviation of (close - VWAP). Compute z = (close - VWAP) / rolling_std. When z <= -z_entry (price stretched far below fair value), go LONG expecting reversion to VWAP; when z >= +z_entry, go SHORT. Only fire on EXTREME excursions (z_entry ~2.0-2.5) so the expected reversion (~0.3-0.6% of price back toward VWAP) comfortably exceeds Hyperliquid's ~0.09% round-trip taker cost. Three tunable parameters only: z_entry, vwap_std_lookback, stop_atr_mult.