LTC Friday-Expiry Weekend Alt-Drift: Long LTCUSDT.BINANCE USD-M From the Close of the 07:00-08:00 UTC Friday Bar for a Fixed 48h, Flat ~71% of the Time (1H bars, long-only, 0.4x notional, pure OHLCV, 1 structural parameter + catastrophe stop)

A single-instrument, single-leg, long-only calendar EVENT trade on the LTCUSDT.BINANCE USD-M perpetual, using 1-HOUR bars and pure OHLCV, with no supplementary feed. Every Friday at the close of the 07:00-08:00 UTC bar (bar timestamp Fri 08:00 UTC, the moment Deribit's weekly BTC/ETH options expire and settle), go long at 40% of equity notional. Exit on a fixed 48h clock at the close of the bar stamped Sunday 08:00 UTC. The position is flat Sunday 08:00 to Friday 08:00, about 71% of calendar time. One trade per week gives ~52 trades/yr and ~350 over the 2020-2026 LTC history. POINT-IN-TIME PRE-STUDY (researcher, Binance 1H closes 2020-01 to 2026-09, next-close execution, 0.10% round trip deducted, no parameters fitted). Friday 08:00 to Sunday 08:00 is the best 48h start day on LTC: mean +0.87% gross, against +0.12% for the other six weekdays' 08:00 starts. Net of fees on LTC: n=351, mean +0.77%/trade, PF 1.51, win 59%, calendar Sharpe 1.01 at full notional. Years: 2020 +113%, 2021 +23%, 2022 -5%, 2023 +46%, 2024 +61%, 2025 +11%, 2026 YTD +22% (sum of trade returns). First 60% of trades average +0.83%, last 40% (from 2024-01) +0.68%, so the effect has not decayed. Clock choice follows L166: the forward return was measured at 24/36/48/72h, and 48h is the peak (on the 10-name basket, 24h Sharpe 0.82, 36h 0.99, 48h 1.12, 72h 0.75). The clock was not chosen to hit a time-in-market target. CROSS-SECTIONAL ROBUSTNESS (why this is not a best-of-N LTC artifact). The same rule was measured on 10 liquid Binance USD-M names: ETH, SOL, XRP, BNB, ADA, LINK, DOGE, DOT, LTC, AVAX. Friday 48h exceeds the other-weekday 48h mean on ALL 10. The pooled Friday excess is positive in EVERY year: 2020 +1.35%, 2021 +0.21%, 2022 +0.16%, 2023 +0.72%, 2024 +0.87%, 2025 +0.27%, 2026 +0.54%. The equal-weight basket is net PF 1.57 with a 48h calendar Sharpe of 1.12. Per-name net Sharpe runs 0.58 (ETH, DOT) to 1.01 (LTC), with a median of about 0.84. LTC is the best of the 10, and that selection is DISCLOSED here: the prediction below uses the cross-name median, not LTC's 1.01. LTC was chosen as the single expression because L173 says to express the mechanism on one liquid instrument rather than a basket that times out, L137/L151 rule out multi-leg books and hand-typed universes, it has among the lowest corpus shares of the liquid majors, it has the most consistent years (6 of 7 positive), and it has full 2020+ Binance history. BTC does NOT carry the effect (BTC Friday 08:00 48h +0.32% vs +0.56% Monday). That is the likely reason the prior 'BTC Spot Weekend Holding Long' failed, and it is what distinguishes this alt-specific version. NOVELTY CHECK (L138, mechanism stripped of instrument): 'hold a liquid ALT long from Friday 08:00 UTC through the weekend for a fixed 48h, flat otherwise'. Prior corpus: BTC spot weekend hold (BTC does not carry it, see above), ETH day-of-week long-short (always-in, both directions, ETH has the weakest excess of the 10), and weekend move-fade reversions (opposite mechanism, entered Monday). No prior run is a long-only, flat-otherwise, alt-perp Friday-anchored 48h clock.