Adapted from the FMZ digest article 'Python版追涨杀跌策略' by 发明者量化-小小梦 (https://www.fmz.com/digest-topic/4908, sections '策略代码' and '策略简单分析', 2020-01-11). This is a restatement from first principles, not a faithful port (L167). The source is a price-step ladder with no indicators. It keeps an anchor price. When price rises more than 5% above the anchor it buys a slice; when price falls more than 5% below the anchor it sells a slice. After either trade the anchor moves to the current price. We keep that ladder and change three things. (1) Signals are checked on the 4H bar close instead of a 500 ms ticker loop. (2) Each slice is a fixed 25% of equity, with at most 4 slices. The source sizes each order as a share of the remaining balance, so it never reaches flat; here, zero slices is a true flat state. (3) The step is scaled to volatility instead of a fixed 5%: s = 1.0 x the trailing 30-day stdev of daily returns, clamped to [3%, 12%]. Economically this is a discrete trend follower. On a random walk it expects zero before fees, so it only makes money if SOL spot returns keep going in the same direction over days to weeks at about the 1-sigma scale (the crypto time-series momentum horizon). It trades SOL spot because the source is long-only on a cash account, spot is under its quota (10.6% vs >=15%), and SOL is not one of the over-concentrated BTC/ETH series. The catalog holds SOL spot 4H history from 2020-08-11. There is no regime gate and no supplementary feed.