A LONG-SHORT, single-instrument, crypto-native ORDER-FLOW strategy on SOLUSDT.BINANCE (USD-M perp, 1h bars) built on a genuine NON-PRICE data dependency that no deployed strategy uses: the Binance futures taker buy/sell VOLUME metrics feed (collected multi-year via the BinanceVisionCollector 'metrics' CSV). At each 1h close I maintain a rolling cumulative taker delta CVD = sum over the last L bars of (taker_buy_volume - taker_sell_volume). The tradeable insight is aggressor-flow DIVERGENCE: when price pushes to a local extreme but the aggressive-order flow that should accompany a real move is absent or reversing, the extreme is unsustainable and reverts. This is explicitly NOT pure OHLCV (L30) — CVD is a separate, non-price-derivable series — NOT funding-direction (L13), NOT carry (L28), NOT options (L29), NOT liquidations (L3), NOT a cross-sectional basket (L12), NOT cross-venue arb (L1), NOT Hyperliquid (L11). It is deliberately kept to 3 parameters to avoid the overfit graveyard, and is designed to fire ~150-350 times over the SOL history so trade count clears the measurability floor (avoiding the 16-trade death of the recent BtcSmartMoneyCrowdDivergence sibling, which used a two-part gate on top-trader POSITIONING; this uses looser gates on aggressor VOLUME on a higher-vol instrument).