A LONG-SHORT, single-instrument directional strategy on the ETH-margined COIN-M inverse perpetual (ETHUSD_PERP.BINANCE_CM) driven by an intraday CALENDAR/SEASONALITY effect rather than by any of the exhausted mechanisms in the failure log. It deliberately fills the two most under-represented, lowest-risk buckets available: BINANCE_CM venue (3.4% vs 5% target, and only 0.06% round-trip taker cost so the per-trade edge floor is 0.10%, not 0.15%) and long-short direction (13.1% vs push-toward target). The idea is NOT a price-move gated by a non-price feed (L46 exhausted), NOT a momentum-confluence clone (L38), NOT a portfolio-construction basket (L48), NOT a cross-venue basis/liquidation edge (L47 data_unavailable), and NOT an options structure (the BINANCE_OPTIONS/DERIBIT engine graveyard). It uses OHLCV hourly bars ONLY — the no_supplementary_data tag family has the single best survival rate (3%). Core observation: crypto's trading day is not uniform. The US session (13:00–21:00 UTC) carries the heaviest institutional / ETF-linked flow, and its net directional impulse has documented positive continuation into the overnight/Asia window, whereas the Asia/EU sessions are comparatively mean-reverting noise. We measure ONE thing — the sign and magnitude of the US-session return — and take a position in that direction, holding overnight until the next US session opens.