A LONG-ONLY, single-instrument daily strategy on the BTC-margined inverse perpetual BTCUSD_PERP.BINANCE_CM. It applies the factory's PROVEN drawdown-accumulation/dip-recovery mechanism (already endorsed by the analyst and surviving on BTC/ETH/BNB spot) to a deliberately UNDER-REPRESENTED, reliable-data venue: COIN-M inverse futures are only 1.5% of the portfolio vs a 5% target, and they trade on pure OHLCV (no funding/OI/premium-index supplementary data, which the analyst confirmed is the data-engineering blocker that killed every funding-carry and premium-index hypothesis this session). The mechanism: buy deep, confirmed capitulation dips on BTC and ride the recovery. NOVELTY vs the existing spot drawdown siblings: the inverse (COIN-M) contract has a convex BTC-denominated payoff — buying the dip at low USD prices accumulates disproportionately MORE BTC per contract, so the edge is framed as BTC-denominated 'sat-stacking' return, a structurally different objective from the USD-denominated spot siblings. CRITICAL DIFFERENTIATION FROM THE 0-for-7 VWAP-EXCURSION-MR FAILURES: those faded dips immediately (buying falling knives, producing the inverted avg_win<avg_loss payoff that sank SOL/XRP/AVAX). This strategy does NOT fade the dip — it waits for a CONFIRMED upturn (a green close back above the short SMA AFTER the drawdown threshold is hit), so it buys the recovery turn, not the knife, and pairs a wide structural stop with a much larger recovery target so avg_win > avg_loss by construction. Kept to 4 core parameters to resist overfitting per the session's recurring-overfit lesson.