Calendar-structure, market-neutral event trade on OKX USDT perpetual swaps. OKX is 2.1% of the corpus, and the design is long-short and cross-sectional; both buckets are under quota. The weekend range is the high and low of the 48 1H bars that close in (Sat 00:00, Mon 00:00] UTC. Weekend liquidity is thin and largely retail, so the weekend low is a crowded stop and liquidation magnet. In the first 48h of the week (Mon 00:00 to Wed 00:00 UTC), the first 1H close BELOW the weekend low takes out those stops; weekday institutional flow then absorbs them and the alt recovers relative to the market. In-house prestudy on OKX 1H bars, 2020-2026, 8 pre-declared coins (ADA, DOT, BCH, ATOM, LINK, ETC, DOGE, TRX), 1,316 events, gross of costs. Buying the alt at that close and holding 96h returned +2.05% raw. The BTC return over the same window was +1.01%, so the BTC-hedged spread returned +1.04% mean. By year (hedged): 2020 -1.30%, 2021 +3.97%, 2022 +0.84%, 2023 +0.93%, 2024 +1.03%, 2025 +0.76%, 2026 YTD -0.07%. By coin: 7 of 8 positive (TRX -0.10%, DOGE +3.83% is the outlier and inflates the mean). Win rate is only 47%, so the payoff is right-skewed. The mirror trade, shorting an upside break of the weekend high, measured about -0.4% to -0.5% across hold lengths and is deliberately EXCLUDED. The naive breakout-FOLLOW version on the same data lost about 1% per trade on 6 of 8 coins, which is the same finding seen from the other side: early-week breaks of the weekend range fail. Hold-length sensitivity on the unhedged long side: 72h +1.0%, 96h +2.0%, 120h +2.1%. That curve is flat-ish rather than a spike, but 48h was about 0, so the clock is a real degree of freedom; it is fixed at 96h to avoid tuning it. Mechanism differs from the abandoned DOGE Bybit-OKX dislocation (same-coin, cross-venue spread) and from generic RSI/Bollinger reversion. The trigger is a calendar-anchored liquidity level, not a z-score.