BTC Intraday Daily-Anchored-VWAP Excursion Mean-Reversion (Single-Instrument USD-M, Long-Short, 1H, Fee-Floor-Gated, ATR-Stopped, Anchor-Reset Exit)

A long-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MEAN-REVERSION strategy on BTCUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars. It transfers the factory's PROMOTED ETH 1H daily-anchored-VWAP mean-reversion mechanism DOWN the volatility curve to BTC — the deliberate, physics-favorable direction, in direct contrast to the SOL transfer that failed UP the curve. The diagnosed reason the SOL sibling went anti-predictive (-80%) is that on HIGH-volatility assets, intraday excursions from the daily-anchored VWAP TREND THROUGH fair value rather than revert. BTC is the LOWEST-volatility major: its intraday excursions are the MOST likely to revert to the session VWAP, so the same mechanism that is promoted on moderate-vol ETH should be at least as reliable on lower-vol BTC. Mechanism: compute the daily-anchored VWAP (reset 00:00 UTC, accumulated from the day's 1H bars). When price stretches significantly BELOW VWAP, go LONG (expect reversion up); significantly ABOVE, go SHORT (expect reversion down). CRITICAL DESIGN CHOICES, each derived from a specific prior kill: (1) PURE OHLCV — NO supplementary data, avoiding the open_interest/taker/L-S coverage walls (only ~30-56 days history, hard-blocked) and the alt-collection gaps (ARB/AAVE/NEAR) that killed the baskets; VWAP is computed from the bars themselves. (2) SINGLE confirmed-data major (BTCUSDT) — no multi-symbol basket, so no data-collection failure. (3) DOWN-the-vol-curve transfer (BTC lower-vol than ETH), NOT up (SOL higher-vol, anti-predictive) — the diagnosed physics is in favor, not against. (4) FEE-FLOOR GATE — the SOL failure compounded via fee drag on small excursions; here NO trade is taken unless the excursion exceeds a minimum absolute % chosen so the reversion-to-VWAP headroom clears the ~0.10% RT futures cost with margin (directly removing the fee-drag death mode), while entries stay frequent enough (target >=10 per walk-forward OOS window) to avoid event-sparsity. (5) LONG-SHORT, NOT long-only-regime-gated — the ETH long-only-bull-gated variant starved OOS windows; this fades both sides in every regime. (6) ATR STOP + ANCHOR-RESET EXIT to contain trend-through tails. (7) NOT a closed family: NOT a single-asset funding-confirmed-trend clone (the asset-specific mechanism that failed to transfer to SOL/higher-beta), NOT pairs-ratio, NOT breakout/momentum, NOT supplementary-primary, NOT COIN-M/HL. Intentionally minimal: 3 tunables (entry_z, vol_lookback, min_excursion_pct).