ETH/BTC Ratio Mean Reversion Long-Short Pairs (BINANCE USD-M Futures, 6H, OHLCV-Only Cross-Sectional)

Dollar-neutral cross-asset pairs strategy that trades the ETH/BTC ratio's mean-reversion tendency. Both instruments traded on BINANCE USD-M futures (ETHUSDT and BTCUSDT) for matched fees, deep liquidity, and no data refill risk (both are the most heavily trafficked symbols in the catalog). When the ETH/BTC price ratio falls below the 15th percentile of its trailing 30-day distribution, simultaneously LONG ETH and SHORT an equal-dollar-notional of BTC — betting on ratio mean-reversion upward. Symmetric SHORT-ETH/LONG-BTC entry when ratio rises above the 85th percentile. Exits on ratio reverting to median, profit target, stop, or time. Fills four genuine portfolio gaps simultaneously: (1) pairs scope (currently 14.0%, useful diversifier from 78.5% single-instrument concentration), (2) long-short direction (currently 9.6% vs ≤55% long-only ceiling), (3) cross-sectional / spread mechanism class (effectively zero in current portfolio — all prior strategies are single-asset directional or funding/liquidation-driven), (4) market-neutral exposure that diversifies portfolio beta against overall crypto direction. Mechanism is structurally immune to the cross-asset analog failure mode that killed AVAX volume-breakout: this strategy IS the cross-asset relationship rather than cloning a single-asset signal onto a new symbol. Expected trade count: 30-50 round-trip cycles per year × 6 years of usable data ≈ 200-350 trades — comfortably above walk-forward sample-size floor.