Single-asset day-of-week calendar effect strategy on BTCUSDT.BINANCE — exploits statistically documented directional biases in BTC daily returns by UTC day-of-week. Mechanism: (1) On each daily bar close, identify the UTC day-of-week (Monday = 0, Sunday = 6). (2) Look up the day's HISTORICAL DIRECTIONAL BIAS from rolling 90-day statistics: avg_return_by_dow = mean(BTC daily return for days matching this day-of-week over last 90 daily bars). (3) BULLISH DOW TRIGGER: if avg_return_by_dow > +bias_threshold (default 0.3%, statistically positive day) AND current_bar.close > current_bar.open (intraday bullish confirmation): LONG BTC at close. (4) BEARISH DOW TRIGGER: if avg_return_by_dow < -bias_threshold AND current_bar.close < current_bar.open: SHORT BTC at close. (5) FLAT otherwise. This implements the day-of-week anomaly documented by Aharon-Demir-Lau-Zaremba 2020 'Day-of-the-Week Anomaly in Cryptocurrency Market' (Finance Research Letters), Caporale-Plastun 2019 'The Day of the Week Effect in the Cryptocurrency Market', and Kaiser 2019 'Seasonality in Cryptocurrencies'. Empirically: BTC tends to show NEGATIVE returns on Sundays (Asian liquidity returns push selling pressure) and POSITIVE returns on Mondays/Tuesdays (institutional flow returns) in many sample periods. The mechanism adapts dynamically by computing biases from rolling history rather than hardcoding direction. Distinct from all my 22 in-pipeline event-driven BTC patterns (which use price/volume/structural features) — this uses TIMESTAMP as the primary signal. The mechanism is FUNDAMENTALLY EVENT-DRIVEN (specific UTC calendar days) AND TRANSLATION-ROBUST (only works at daily timeframe; ignores intraday). Single-asset scope = no multi-asset translation curse. Helps direction quota (90.7% long-only).