A single-leg, long-only, unleveraged, pure-OHLCV tail-event trade on ADAUSDT.BINANCE_SPOT with 1H bars. Mechanism, with instrument and timeframe removed: 'after an extreme short-horizon selloff relative to the asset's own recent distribution, supply liquidity to the forced or impatient sellers and exit on a fixed clock set at the peak of the post-event forward return'. This is the same mechanism family as the earlier DOGEUSDT.BYBIT immediacy-premium run (6h trigger, 12h clock). That run measured PF 1.39 with 8.9% drawdown and was risk_rejected, not falsified. This version changes the trigger window to 24h, the clock to 24h (the measured forward-return peak) and the venue to BINANCE_SPOT (8+ years of history, correct no-leverage venue). Point-in-time pre-study (trailing-90d 2% quantile shifted one bar, non-overlapping events, 0.20% round trip deducted): the net mean per trade is positive on 11 of 12 spot majors. On ADA: 218 trades (~26/yr), net +1.49% per trade, win rate 0.64, PF 1.74, t=2.9, calendar Sharpe ~0.97, 8 of 9 years positive. All 20 cells of the quantile (1/2/3/5%) x clock (12-36h) grid are positive, with PF 1.39-1.98. Flat about 93% of the time.