A LONG-SHORT, single-instrument, pure-CALENDAR directional strategy on BTCUSDT.BINANCE (USD-M perpetual), daily bars. This is a deliberate exit from the single-name momentum/trend family, which this session has proven is a fully-mapped dead space: every variant (BTC/ETH/SOL/AVAX/ADA/BNB/LTC/XRP/DOGE confluence, macro-gate, slope, ADX) lands in the Sharpe 0.3–1.3 dead-zone and fails the deflated-Sharpe gate — even the direct ETH port reached 1.30 and still failed (expected-max 1.09 over 225 trials). Two structural insights drive this pivot: (1) the deflated-Sharpe bar is a function of DEGREES OF FREEDOM — a near-zero-parameter strategy faces a far LOWER best-of-N noise bar, so even a modest Sharpe can clear it (the opposite of the 3-param trend variants whose 225-trial optimization inflated the hurdle); (2) the portfolio is 100% trend-correlated and needs a DECORRELATED sleeve — a calendar effect is orthogonal to price-trend by construction. The edge is the well-documented TURN-OF-MONTH drift (risk assets, incl. BTC, tend to drift UP across the last trading day of a month and the first ~3 of the next, driven by systematic inflows/rebalancing/payroll-cycle liquidity) plus the historically WEAKER mid-month window. It goes LONG the turn-of-month window and SHORT (or flat) the weak window — direction-neutral over the month, so it harvests the calendar pattern rather than BTC beta (answers the 'captured beta / underperforms buy-hold' abandon that killed long-only ideas). NOT a mean-reversion fade (L53), NOT a squeeze/breakout (L54), NOT a trend-follower, NOT a cross-sectional basket (L52), NOT a NON-PRICE-feed gate (a calendar clock is not a market feed — NOT L46), NOT options/COIN-M (L50/L51), NOT a long-only spot basket (L48 — this is long-SHORT futures). Zero indicator parameters — only the two window definitions. Runs on BTC (deepest liquidity, cleanest institutional-flow calendar footprint, and the asset with demonstrated tradeable structure). Risk profile: fixed fractional sizing ~3% equity notional per window (positions are calendar-scheduled, not signal-triggered, so sizing is simple and constant), max exposure 25% of equity*leverage; a protective daily stop at ~3*ATR bounds tail days; 2x leverage cap (reads self.config.leverage).