Single-asset time-series momentum strategy on BTCUSDT.BINANCE — the SAFEST possible data path in the factory (single instrument, daily bars, no multi-asset dependency). UNLIKE my abandoned 3-asset Time-Series Momentum hypothesis (which died because the developer translated to 4H and ETH/SOL 4H bars consistently fail), this hypothesis depends ONLY on BTCUSDT.BINANCE — the most reliable instrument in the entire factory data set per the system's explicit safety guidance. The signal: long when BTC's vol-normalized trend t-stat exceeds +threshold, short when below -threshold, flat in the middle band. This is the SINGLE-ASSET application of Moskowitz-Ooi-Pedersen 2012 'Time Series Momentum' (Journal of Financial Economics) — the academic factor with the highest documented Sharpe ratios (~1.0+) across asset classes. Empirically uncorrelated with cross-sectional ranking strategies because it's a within-asset trend signal, not a between-asset relative-strength signal. Single-asset scope is DELIBERATELY different from my prior 6 multi-asset factor hypotheses — those keep dying at iter-4 via 4H translation; this avoids that failure mode entirely. Helps direction quota (currently 89.9% long-only) because the strategy can go LONG, SHORT, or FLAT depending on signal — natural direction diversification. Helps short_1m_15m quota indirectly by being a clear single-instrument strategy at safe timeframe. CRITICAL DATA SAFETY: BTCUSDT.BINANCE at daily is the single most-tested, most-reliable instrument-timeframe combination in the entire factory — the system's safe-list message explicitly puts it first.