A LONG-SHORT, SINGLE-INSTRUMENT BTC strategy that DELIBERATELY LEAVES the trend family, which this session and the meta-learner (L62) have now proven exhausted: every non-momentum trend construction (regression, VWAP, Supertrend, MACD, conviction-scaled) lands at base Sharpe ≈0.4–0.7 and dies, and 'a symbol/timeframe change is not a new hypothesis.' Rather than emit another trend-confluence variant, this probes a genuinely different, untested-in-this-factory return SOURCE: CALENDAR SEASONALITY — specifically the turn-of-month (TOM) effect, the well-documented cross-asset tendency for returns to concentrate around the month boundary (driven by recurring fund/salary inflows, index and product rebalancing, and derivatives expiry/settlement clustering) and to be weaker mid-month. It is neither trend nor mean-reversion (the two dead single-perp OHLCV families) — the signal is purely the calendar position of the bar, orthogonal to price path and to the momentum edge the survivor already captures, so it is a true book DIVERSIFIER. It runs on the only artifact-free, non-fragile substrate this session found — single-instrument Binance USD-M pure-OHLCV (COIN-M times out, HL is history-capped, options data spans only ~34 days, multi-instrument produces non-physical returns). Turnover is low (a few round trips per month), so the ~0.10% fee is minor, and there is nothing for an optimizer to push into a rarity corner (the windows are calendar-fixed, not thresholded). It avoids the graveyards: NOT trend (L62), NOT reversion/pairs/funding/options/factor-composite (all dead), NOT a liquidation/quarterly feed (L61). Exactly 2 tunable parameters: the TOM window width (days around the boundary) and the mid-month short-window width — both small integers, deliberately minimal to resist overfit.