A LONG-AND-SHORT, MULTI-INSTRUMENT, pure-OHLCV, event-triggered short-horizon REVERSAL strategy on 12 sector-diverse, liquid US large caps traded on the commission-free USEQ venue (XOM, CVX, CAT, HON, UNH, MRK, WMT, TGT, NKE, SBUX, LOW, DIS — all 12 confirmed present in the catalog as USEQ-1-DAY-LAST-EXTERNAL with decades of split-adjusted history; none has ever been traded by this factory). The mechanism is the liquidity-provision premium, not momentum and not rotation: when a single name is hit by a large, concentrated INTRADAY order-flow shock (index/ETF flows, a forced unwind, a rebalance, a risk-parity de-gross), market makers absorb the inventory and demand compensation, which shows up as a partial price reversal over the next 1-3 sessions. The distinguishing filter is that it tries hard NOT to trade shocks that are INFORMATION: firm-specific news arrives overnight and is expressed as a GAP, and gap-driven moves DRIFT (PEAD) rather than revert. We have no earnings calendar, but a daily bar gives the gap for free: gap = open_t - close_{t-1}. The rule only fades moves whose overnight component is a minority of the total move. This is a direct response to the COIN overnight-residual abandon of 2026-09-11 (overnight component CONTINUES, corr +0.11) — we exclude those cases instead of betting on them. NO cross-sectional ranking, NO universe sort per bar, NO regime gate: each name is evaluated independently against its own trailing vol, keeping per-bar work O(1) per instrument (the 30-name cross-sectional USEQ construct died at coding with 3 timeouts) and the parameter count at three.