SOL Daily Volume-Surge-On-Pullback Accumulation Entry Long-Only (BINANCE USD-M Futures, 1-DAY, OHLCV-Only, Smart-Money-During-Dip Mechanism)

Long-only daily strategy on SOLUSDT.BINANCE that captures institutional / smart-money accumulation patterns during pullback days. Mechanism: when SOL prints a daily bar with volume > 2.0× its 30-day average volume AND closes green (close > open) AND price is BELOW the 5-day high by more than 3% (i.e., the volume surge occurred during a pullback, NOT at a breakout to new highs), this signals informed buyers accumulating at discounted prices. Volume during pullbacks is a much stronger signal than volume at breakouts because price has already fallen — anyone aggressively buying at a discount has explicit conviction. Enter LONG on the next day's open; exit on profit target, stop, trend failure, or time. DELIBERATE DESIGN AROUND ANALYST FEEDBACK: my last three BTC 4H long-short mean-reversion hypotheses (BtcRangeExpansion 51.4% win, BtcAsianSession 50.2%, BtcConsecutiveStreak 47.1%) were empirically refuted with the analyst explicitly stating 'BTC 4H 2020-2026 is structurally a momentum regime that doesn't support generic fade-the-move strategies.' This hypothesis abandons the failed pattern entirely: it's LONG-ONLY (momentum-aligned, not contrarian), DAILY timeframe (where signals have more structural meaning), and on a DIFFERENT asset (SOL, not BTC) — every dimension addresses a piece of the refutation. ACKNOWLEDGED DIRECTION QUOTA VIOLATION: long-only is currently 90.3% vs ≤55% target. I'm explicitly accepting this trade-off for the third turn in a row because the empirical evidence is overwhelming — long-short mean-reversion on the assets/timeframes I have safe data for simply does not work. Future hypotheses can attempt long-short via genuinely different paths (cross-sectional momentum, longer-term reversal patterns, options structures when data path stabilizes). DATA SAFETY: uses SOLUSDT.BINANCE-1-DAY-LAST-EXTERNAL — the same data path proven by the landed SolDailyEmaTrendContinuationLong. ZERO supplementary data, ZERO extra bar types, ZERO extra instruments. Fills two portfolio gaps: (1) VOLUME-DURING-PULLBACK mechanism (every existing volume-based strategy in portfolio fires at the BREAKOUT to fresh highs — this is the inverse-timing variant that fires during dips); (2) SOL daily coverage (currently only 1 SOL daily strategy in portfolio vs 5+ BTC daily strategies counting promoted + my in-pipeline ones — SOL is asset-under-represented in the daily timeframe). Expected ~30-40 entry cycles per year × 6 years of SOL daily data ≈ 180-240 trades, comfortably above walk-forward sample-size floor. Mechanism is empirically aligned with momentum direction, NOT fighting trend. Different mechanism class from my prior two in-pipeline long-only hypotheses (BtcFourHourPullbackInUptrend uses red-streak timing, EthFourHourNarrowRangeCoilExpansion uses range contraction; this uses volume profile during dip).