A single-leg, single-instrument, pure-price event trade on the XRPUSD.HYPERLIQUID perp using 12-HOUR bars (HL 12H history in the catalog runs from 2022-02 to now, ~3,380 bars, about 4.6 years, so it is not limited by the HL 5000-candle cap). Trigger: the 3-day (6-bar) log return, scaled by the trailing 60-day (120-bar) std of 12H log returns times sqrt(6), is beyond +/-1.5. Enter in the SAME direction as the shock at the next bar's open. Exit on a FIXED 6-day (12-bar) clock. No new signals are taken while in a position. It is flat about 70% of the time. MECHANISM, with instrument and timeframe removed: a large multi-day return shock keeps drifting over the following week because slow capital (vol-targeting funds, retail FOMO or capitulation, delayed de-leveraging) rebalances into the move after it has happened. This is NOT the ETH-Bybit momentum-burst second wave: that design was long-only, used an 80h window and a 36h exit, ran at an 8% duty cycle and died on calendar Sharpe per L161. Here the clock is lengthened to 6 days, as L161 prescribes, to raise time-in-market to about 30%, and the design is long-short. It is also NOT the DOGE immediacy-premium tail fade: that design faded the shock, and this one follows it. HONEST SELECTION DISCLOSURE (L122/L151): before proposing, I measured the rule point-in-time on 7 HL perps at 12H with the same parameters (L=6, H=12, z=1.5, 0.09% RT cost). avg net per trade: SOL 1.87%, ETH 0.59%, AVAX 1.62%, LINK -0.07%, DOGE 2.39%, XRP 2.21%, BTC 0.30%. 6 of 7 were positive. At z=2.0 all 7 were positive, avg 1.8-4.5%, but time-in-market was only 16-18%. XRP was chosen because it is the most liquid non-BTC/ETH HL name with a mid-pack result: calendar Sharpe about 0.63 at z=1.5, whereas DOGE was 0.45 and SOL 0.56. The choice of name is therefore one uncounted degree of freedom out of 7. The parameters were not optimized, only the 3 grid points shown.