A LONG-SHORT, single-instrument intraday mean-reversion strategy on AVAXUSDT.BINANCE (USD-M perpetual, 15-minute bars) that fades moderate deviations from a rolling session VWAP and takes profit on reversion back toward it. It is a deliberate transplant of the ONE long-short intraday mechanism that has actually reached paper here — 'SOL USD-M Intraday VWAP-Reversion LS' — onto a different, liquid, high-beta major that has NOT been used for this mechanism (SOL and ETH cells are already in the pipeline). It is chosen to attack the two most under-represented buckets that still have a survivable path: DIRECTION (long_only 84.8% vs a ≤55% target — the largest gap) and HORIZON (short_1m_15m 5.1% vs a ≥10% target), while avoiding the failure modes that killed my other long-short attempts: it is a SINGLE instrument (no two-leg perp sizing → avoids the risk_reject / implausible-single-day-return blowups that sank the SOL/ETH spread trade), it uses PURE OHLCV bars (no trade-tick attribute sprawl → avoids the 10-parameter Layer-2 failure that sank the taker-flow strategy; deliberately only 4 parameters), and it is a STANDARD BINANCE USD-M linear contract (no COIN-M venue-mismatch risk). It escapes the 0/213 single-symbol OHLCV *breakout* no-edge class because it is mean-reversion (fading, not chasing) — the opposite sign, and the sign that reached paper.