SOL weekend lull mean-reversion

Hypothesis

SOL/USDT futures weekend mean-reversion. During the low-volatility weekend window (Saturday 00:00 through Sunday 23:59 UTC), fade intraday range extremes: when the 1H close stretches a configurable number of standard deviations (param: entry_sigma, default ~2.0) beyond a short rolling mean (param: ma_period on 1H bars, e.g. 20-EMA), enter a counter-trend position expecting reversion toward the mean. Long when stretched below the mean, short when stretched above. Exit on: (a) reversion back to the mean, (b) a stop beyond the extreme (param: stop_sigma), or (c) a hard time-stop flat at Monday 00:00 UTC. No positions held into the weekday session. Size relative to account equity via get_account_equity() for the ~0.8% hourly-vol weekend regime. Reversion target must clear round-trip fees (>0.15% of notional on Binance USD-M futures). Venue: BINANCE (USD-M futures), instrument SOLUSDT, primary bar_type 1H.