Derived by the Research Lead from the abstract of Nico Achtsis et al., A Monte Carlo method for optimal portfolio executions (https://arxiv.org/abs/1312.5919): operationalize the interaction of liquidity, execution pressure and price risk as an event-driven directional hypothesis. Only the locally archived abstract was read; the full paper and its execution algorithm were not read or reproduced. The abstract motivates liquidity-dependent execution costs, not the return prediction proposed here. Test whether two successive same-direction price advances, with the later advance generating substantially greater price change per normalized trading volume despite LOWER volume, identify retreating opposing liquidity and subsequent continuation. This is a bar-derived price-response proxy, not measured signed order flow, identified institutional execution or a causal estimate of impact. Trade four independent 4-HOUR perpetual streams on CRV, COMP, SAND and TRX. Exact local bar directories exist; continuous usable spans and event counts remain unmeasured. Use all available history, admitting each named instrument only after its historical listing and full warm-up; never substitute missing instruments or signals. Market orders execute at the completed signal bar close, the registered faithful equivalent of next-bar-open execution on a continuous venue. Platform-matched intrabar protective stops are supported. No option legs, inverse contracts, queue priority or independent opposing positions are required.