A LONG-SHORT, single-instrument, crypto-native POSITIONING strategy on ETHUSDT.BINANCE (USD-M perp, 1h bars) driven by a genuine NON-PRICE data dependency that no deployed strategy uses: the Binance GLOBAL long/short ACCOUNT ratio (the count of accounts net-long vs net-short — a proxy for RETAIL crowd positioning). CRITICAL data note to avoid the 30-day-API wall that killed the liquidation-cascade siblings: this ratio is sourced from the Binance VISION 'metrics' files (futures/um daily metrics, count_long_short_ratio column), which have MULTI-YEAR history back to ~2020 at 5-minute granularity — NOT the 30-day-limited futures-data API endpoint. The tradeable insight is the well-documented crypto retail-fade: when the retail account crowd is euphorically ONE-SIDED, they are systematically wrong at the extreme and the position gets squeezed out. This is explicitly NOT pure OHLCV (L30 — the account ratio is a separate positioning series), NOT funding (L13/L28 — positioning-of-accounts is distinct from the funding cashflow), NOT taker-VOLUME flow (distinct feed from the SolTakerFlow sibling — this is WHO is positioned, not who is crossing the spread), NOT liquidations (L3), NOT a basket (L12), NOT options (L29), NOT HL (L11). Kept to 3 parameters. Uses a single rolling-percentile gate (not the two-part gate that starved the BtcSmartMoneyCrowd sibling to 16 trades) so it targets 120-250 trades over the ETH history and clears the measurability floor. Fills the under-represented long-short bucket (14.5% vs push).