Single-asset long-only strategy using the AROON INDICATOR (Chande 1995, 'New Aroon Indicators Help Identify Strong Trends') as a TREND-QUALITY filter — a bars-only mechanism class never tested in the portfolio. The analyst has repeatedly recommended bars-only strategies (no supp_data dependency: L/S ratio, HL funding, liquidations, COIN-M, taker_ratio etc. have all proven unavailable or unreliable). This proposal also DIVERSIFIES THE ASSET focus from BTC (which dominates the portfolio's single-asset bucket with 8+ pipeline strategies) to ETH — same venue (Binance USD-M), but distinct asset risk profile. ETH has a different fundamental driver mix (DeFi/L2/ETF flows vs BTC's macro-store-of-value narrative), so a strategy on ETH adds genuine diversification even if the mechanism class is similar. Mechanism: Aroon Up = ((N - bars_since_period_high) / N) * 100, Aroon Down = ((N - bars_since_period_low) / N) * 100. When AroonUp is high (>70) AND AroonDown is low (<30), the recent N-bar high is FRESH and the recent N-bar low is OLD — strong uptrend signature. Chande's research demonstrated that the Aroon is fundamentally different from oscillators (RSI, Stochastic) and from MA crossovers because it measures TIME RECENCY of price extremes, not price magnitude or smoothed average. Strategy: long ETH on daily bars when AroonUp(25) > 70 AND AroonDown(25) < 30, exit when either condition flips. Distinct from EthDailyGoldenCrossMomentumLong (which uses SMA crossover, a different signal class). Distinct from all volume breakouts (Aroon ignores volume). Distinct from KER (KER measures path-efficiency, Aroon measures extreme-recency). Compliant with EVERY documented factory infrastructure constraint: single-asset (no multi-instrument backtest bug), single-venue (no cross-venue execution gap), bars-only (no supp_data dependency), long-only (no short-leg blowup), Binance USD-M (sane backtest engine), ETHUSDT 1D (safe data with multi-year history). 3 parameters only — minimal overfitting surface.