Single-instrument long-short price-action contrarian strategy on BTCUSDT.BINANCE. Mechanism reads INSIDE each bar's structure rather than across bars: when a single 4-hour bar exhibits unusually large range (volatility expansion) AND closes near one extreme of its own range, this signals exhaustion of the directional move that produced the expansion — sellers have absorbed buying pressure at the top, or buyers have absorbed selling pressure at the bottom. The closing-position-within-range encodes WHO won the last trades of the bar in a way that volume alone cannot. Trade contrarian to the implied exhaustion direction on the next bar's open. DELIBERATE DATA-SAFETY DESIGN: my last THREE hypotheses (ETH/BTC Pairs, SOL HL Funding, ETH Spot-Perp Carry) all failed at Layer 3 with `data_unavailable: refill pending`, and the data appears to fail most often on 6H/8H bar types AND on supplementary streams (funding_rate, taker_ratio). This hypothesis uses ONLY BTCUSDT.BINANCE-4-HOUR (the proven path of landed BtcFourHourVolumeBreakoutLong) with ZERO supplementary data — purely OHLCV. Three under-represented portfolio buckets filled: (1) long-short direction (currently 9.8% vs ≤55% long-only ceiling — most-violated quota); (2) price-action mechanism class (every prior hypothesis used a derivative data signal — funding, OI, taker ratio, IV, liquidations, ratio spreads — this is pure OHLCV bar-structure reading, fundamentally different signal class); (3) intra-bar microstructure interpretation (reading close-position-in-range is a candle-pattern technique not yet represented in the portfolio's volume-breakout / trend / momentum / mean-reversion strategies). Expected ~100-200 entry cycles per year × 6 years of BTC 4H data = 600-1200 trades, dramatically above the walk-forward sample-size floor (ADA failed at 62). The mechanism is BTC-specific (calibrated to BTC 4H typical range distribution), structurally immune to AVAX-style cross-asset analog overfitting since there's no claim of family-portability.