A LONG-SHORT, SINGLE-INSTRUMENT, crypto-native microstructure mean-reversion strategy on BTCUSDT.BINANCE (USD-M perpetual, 1-MINUTE bars) driven by the REAL historical liquidations feed that Binance USD-M actually has deep coverage for (Binance Vision forceOrder/liquidation klines) — explicitly the venue the analyst recommended after the Hyperliquid OI/liquidation/tick mechanism failed twice on a data wall (HL has no historical liquidations/OI/tick catalog; Binance USD-M does). The edge: forced liquidations are price-INSENSITIVE market orders that mechanically overshoot fair value; once an extreme liquidation cluster exhausts, price snaps back as resting liquidity replenishes. The strategy fades ONLY rare, extreme liquidation cascades (high selectivity), so each captured reversion is large relative to the ~0.10% round-trip futures fee. It fills the single most under-represented horizon bucket (short_1m_15m at 3.1% vs ≥10% target) and adds to long/short direction (14.5% vs over-weight 85.5% long-only), using a novel supplementary data source (liquidations) that is almost unused in the 1340-experiment portfolio. It deliberately avoids every documented landmine: NOT Deribit options (broken harness), NOT Hyperliquid OI/liquidation/microstructure (data wall — this is the SAME mechanism moved to the venue with real data, per the analyst's explicit note), NOT pure-OHLCV HL breakout/fade (uses the liquidation feed as the core trigger), NOT Binance-majors funding carry (decayed), and NOT the inverted small-TP/large-stop Bollinger geometry (reward:risk is set ≥1:1). Low parameter count (~5) to resist the overfitting that has recurred. Single-venue BINANCE is over-represented (76.8%), but this is justified: the liquidation-cascade mechanism is ONLY backtestable on a venue with a real deep liquidations history, which among our venues is Binance USD-M — the analyst said so directly.