A short-horizon, crypto-native microstructure strategy that fades the price overshoot created by forced-liquidation cascades on SOLUSDT.BINANCE USD-M perp. Liquidations are mechanical, price-insensitive market orders (an exchange force-closing under-margined positions), so a cluster of forced selling drives price BELOW fair value temporarily, and a cluster of forced buying (a short squeeze) drives it ABOVE — both mean-revert once the forced flow exhausts. The strategy detects an extreme liquidation burst from the Binance liquidations supplementary feed, confirms the matching sharp price move, and enters a counter-trend position for the snapback. This is explicitly NOT a carry, funding, or basis trade — the entire abandoned-strategy cluster this session is carry/basis fee-domination, and this mechanism is structurally different: it captures a large (1-3%) mechanical overshoot, not a sub-fee spread. It is also the portfolio's first use of the liquidations data source and fills the under-represented short-horizon and long-short buckets. Single instrument, few parameters, symmetric long/short to keep it simple and regime-robust.