Original Research Lead hypothesis: an out-of-asset-class replication of the NR7 failed-downside-break reversal that the factory has promoted on four independent crypto universes (Bybit perps 742 trades avg 0.99%, OKX swaps 940 trades avg 1.11%, Binance spot, Hyperliquid 413 trades avg 1.10%; lesson L227). Every one of those tests is crypto, so they share one market's microstructure; this run freezes the pattern and the 3-day exit and asks whether the mechanism (stops parked under a quiet-day low get run, the break fails, trapped breakout-sellers cover) also exists in US index and sector ETFs, where short-horizon reversal is independently documented (Lehmann 1990; Connors & Alvarez index-ETF pullback studies) and execution is commission-free. Universe (fixed, no survivorship issue: all ETFs listed throughout, no delistings): SPY, QQQ, IWM, DIA, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY on USEQ daily bars (XL* since Dec 1998, QQQ 1999, IWM 2000), ~25 years. Each name is evaluated independently on its own daily bars; the primary instrument is SPY and the other twelve are extra_instruments with their own 1-DAY bar types. Pattern, per name: day N-1 is an NR7 day (its high-low range is the smallest of the last 7 completed sessions including itself); on day N the low trades strictly below the NR7 day's low but day N closes at or above the NR7 day's low (failed downside break). Entry: market BUY decided at day N's close, filled at the NEXT SESSION's open (platform next_open_fill on USEQ, supported). Exit: market SELL decided at the close of the 3rd session held, filling at the following open (i.e. a 3-session clock, same as the crypto panels' 3-day clock). No stop in the source pattern; risk control is route (b): time exit plus capped sizing (12% of equity per leg, at most 6 concurrent legs = 72% gross, unlevered). A signal on a name that is already held is ignored (no pyramiding, no clock reset). Long-only by design: lesson L230 warns that the mirror short arm of absorption events failed in crypto, and no fixed-rule measurement of a short arm on these ETFs exists, so it is not included. Cost arithmetic: USEQ round trip ~0.02-0.05% (spread+impact, zero commission); a 3-session ETF holding has a ~2.5-3% standard deviation, unconditional drift ~+0.1%; the documented short-term reversal after a washed-out close-location day suggests a conditional mean of ~+0.3-0.4% per trade, i.e. 6-10x the round-trip cost. Predicted firing rate: NR7 ~1 in 7 sessions, a failed downside break the next day ~15-20% of those, so ~5-7 events per name per year, ~1,500-2,000 trades over the history, flat ~92% of the time per name. Drawdown comparison (lesson L224/L170): buy-and-hold SPY drew down ~55% in 2008-09; this panel is in the market a small fraction of the time and should stay under ~15%. Tags this run as breadth evidence: if the pattern works only in crypto, this test should fail, and that is informative.