A LONG-SHORT, single-instrument, EVENT-DRIVEN reversal on SOLUSDT.BINANCE USD-M perpetual that fades the price OVERSHOOT caused by forced-liquidation cascades. Its signal is the liquidations supplementary feed for the SAME perp it trades — signal and execution are one instrument on one venue, structurally eliminating the cross-venue/instrument-SWAP trap that killed several prior reversal ideas (the developer literally cannot route to a different symbol without breaking the signal). SOL is chosen over BTC deliberately: it is high-leverage, cascade-prone, and BTC is an over-tried 2%-survival graveyard; SOL's larger forced-move overshoots also clear the fee floor with room to spare. The edge is crypto-native and mechanical: when a wave of margin liquidations forces size through the book in minutes, price overshoots fair value and reliably snaps back once the forced flow exhausts. It fills FOUR under-represented buckets at once — long_short direction (13.6% vs a portfolio that is 86% long-only), short horizon (15m), the liquidations supplementary data family, and an event-driven mechanism absent from the momentum/trend graveyard. Only 3 parameters to resist the overfitting that killed 259 prior hypotheses, and it is deliberately LOW-frequency (only the most extreme cascades qualify) so fee drag stays small and per-trade moves stay large. NOT momentum/trend confluence (exhausted/overfit), NOT funding-carry (L33), NOT a tick/book microstructure scalper (repeated no-trades/timeout deaths) — it is bar-driven with a supplementary event gate.