BTC Cross-Session Momentum Carryover — Long-Short, Single-Instrument OHLCV: The Direction of the ASIA-Session Move Predicts the US-Session Move; Trade the US Session in That Direction ONLY When the Asia Move Is Large, Flat Overnight (BINANCE BTCUSDT USD-M, 1H Bars, Intraday, 2-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV INTRADAY strategy on BTCUSDT.BINANCE USD-M perpetual in a genuinely different family from everything pending or dead here — it is NOT a trend/breakout (dual-TF momentum, SuperTrend, Donchian, ORB), NOT a mean-reversion/fade (both dead), and NOT a supplementary-feed signal (all net losers). It exploits an intraday SESSION LEAD-LAG: the directional tone set during the low-participation ASIA session (00:00-08:00 UTC) tends to PERSIST into the higher-liquidity US session (13:00-21:00 UTC), as US/institutional flow continues the move rather than reversing it. Each UTC day, the sign and size of the Asia-session return is measured; when the Asia move is LARGE (a real directional signal, not noise), the strategy enters the US session in the SAME direction and holds only for that session, going FLAT overnight (no funding exposure, no overnight gap, no multi-day trend risk). This is distinct from the pending BTC opening-range breakout (which trades a range BREAKOUT of the first hours) — here there is no breakout; it is a directional CARRYOVER of an already-established session move into a later, separate session. It keeps the survivable invariants (single-instrument, pure OHLCV with full 2020-2026 1H history, long-short, no supplementary feed per the net-loser lesson, no second leg per L69) and is built for the statistical gates: a near-daily cadence yields a LARGE trade count (>100/yr) that clears the measurability tripwire and tightens the deflated-Sharpe estimate, and only 2 FREE parameters (Asia-move entry threshold, ATR stop multiple) minimize the best-of-225-trial deflation penalty. It also fills the under-represented short-horizon bucket (8.6% vs 10%).