A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE momentum-CONTINUATION strategy on DOGEUSDT.BINANCE USD-M whose trigger is the exchange LIQUIDATION feed (dense and reliable on Binance USD-M for liquid retail names — NOT the sparse COIN-M OI feed that just killed the OI-regime hypothesis with a 1,248-day hole). This is deliberately the OPPOSITE thesis to the cascade-REVERSAL / OI-deleveraging-fade strategies already in the pipeline, and therefore diversifying rather than duplicative. Microstructure premise: small forced liquidations get ABSORBED and revert, but a liquidation cluster large enough to EXHAUST resting liquidity flips into a self-reinforcing squeeze — forced buyers/sellers run stops, which trigger MORE liquidations, which extends the move for a short horizon. The discriminator is CONTEXT: we only ride the move when the large liquidation cluster COINCIDES with a break of the recent price range (confirming the forced flow overwhelmed liquidity and ignited, rather than being absorbed inside the range). So: large SHORT-liquidation cluster (forced buying) + upside range break → ride LONG the squeeze; large LONG-liquidation cluster (forced selling) + downside range break → ride SHORT the cascade. The liquidation feed is orthogonal to price (a forced-flow observation, not a re-derived trend indicator); the range break is only a confirmation gate. Single venue + single instrument → 15m bars and the liquidation feed are jointly available in the Layer-3 sandbox (no cross-venue/multi-leg or options/IV dependency). Deliberately 2-parameter to resist the overfit deaths that dominate the log. DOGE is chosen because it is retail-leverage-heavy and squeeze-prone, so ignition moves are large relative to the 0.10% RT fee.