ETH USD-M Intraday Floor-Trader Pivot Reversion, Long-Short (BINANCE Perp, 15m Bars, Fade Touches of Prior-Day-Derived S1/R1 Support-Resistance Back Toward the Central Pivot, Ranging-Regime Gated, Static Levels Not Rolling Bands, 3-Parameter)

A LONG-SHORT, single-instrument intraday mean-reversion strategy on ETHUSDT.BINANCE (USD-M perpetual, 15-minute bars) built on classic FLOOR-TRADER PIVOT LEVELS. Each UTC day, the strategy computes the standard daily pivot set from the PRIOR day's high/low/close: Pivot P = (H+L+C)/3; R1 = 2P - L; S1 = 2P - H; R2 = P + (H-L); S2 = P - (H-L). Intraday it fades the first clean touch of S1/S2 (buy) or R1/R2 (sell) and targets reversion to the central pivot P. This is deliberately a DIFFERENT reversion primitive from the factory's promoted SOL VWAP-reversion winner: VWAP-reversion fades a ROLLING, continuously-recomputed z-score band, whereas pivots are STATIC price levels fixed at 00:00 UTC and watched by a large population of discretionary/algo intraday traders — the edge is partly self-fulfilling (resting liquidity clusters at these well-known levels). It uses a DIFFERENT instrument (ETH, not SOL) to de-cluster the portfolio's SOL intraday concentration. It avoids every recent graveyard: no funding-level signal (L13), no liquidation feed (L3), no options (L23), no cross-sectional/dollar-neutral basket (L12), no cross-venue carry (L1), no Hyperliquid (L11), no 200-SMA regime timing, no rotation-of-majors duplicate (L24). Only 3 tunable parameters to hold down overfitting (the #1 killer, 202x). It fills three of the most under-represented, survivable portfolio buckets at once: LONG-SHORT (14.9% vs targeted majority long-only), SHORT-horizon 1m-15m (5.5% vs >=10% target), and single-venue OHLCV (no fragile supplementary feed). Routed to BINANCE (not Hyperliquid) because short-horizon validation needs multi-year sub-hourly history that only Binance provides at 15m.