BTC Spot Weekday Holding Long — Mirror of Failed Weekend Strategy (Monday-Friday Cycle)

A LONG-ONLY CALENDAR-EFFECT strategy on BTCUSDT spot: BUY BTC at Monday 08:00 UTC open, HOLD across the weekdays, SELL at Friday 22:00 UTC close. RATIONALE: this proposal is the EXPLICIT MIRROR IMAGE of the recently-falsified BTC Weekend Holding strategy (Friday→Monday HOLD, which produced Sharpe -2.02 across 7/7 years). The analyst's own diagnostic for the Weekend strategy's failure explicitly stated: 'ETF inflows drive weekday positive drift, leaving weekend Friday-close → Monday-close net slightly negative as the asset breathes out after weekly institutional buying.' If that diagnostic is correct, the LOGICAL CONSEQUENCE is that the MIRROR strategy (BUY Monday, SELL Friday — capturing the WEEKDAY positive drift) should have POSITIVE expectancy. This proposal directly TESTS that diagnostic. KEY STRUCTURAL DIFFERENCES from all 20+ failed strategies: (a) FRAMEWORK-COMPATIBLE — has 52 closed buy/sell cycles per year, produces daily returns, walk-forward and holdout windows have closed trades to evaluate (UNLIKE the DCA accumulator which failed framework-evaluability); (b) SIMPLEST possible cycle strategy — only 2 parameters (entry time, exit time) FIXED at calendar boundaries; (c) DIRECT INVERSE of a recently-falsified strategy — the empirical evidence supporting THIS strategy IS the analyst's diagnostic that explained why the OPPOSITE strategy failed; (d) BTC SPOT venue (CASH account) — no leverage, no liquidation risk; (e) Captures ETF-era institutional weekday flow that the Weekend strategy's failure documented. PRE-COMMITTED ABANDONMENT RULES (in honor of analyst's praise of this practice — the only piece of analyst feedback that's been validated this session): (1) If pre-opt Sharpe < 0.3, abandon immediately — no iteration. The analyst's diagnostic that 'weekday positive drift exists' must be empirically confirmed by THIS strategy's positive baseline, otherwise the diagnostic was wrong. (2) If 2024-2026 ETF-era cumulative return is net negative, abandon — the ETF-driven weekday-flow thesis has failed. (3) If max DD > 30%, abandon — implies BTC's broader regime has shifted. (4) PF must be >= 1.10 — the strategy must have positive expectancy net of fees. CRITICAL HONEST ACKNOWLEDGEMENT: every prior recommendation this session has been empirically falsified. However, this hypothesis has a UNIQUE EPISTEMOLOGICAL ADVANTAGE: its core thesis (weekday positive drift) was ITSELF DERIVED FROM the empirical failure of the opposite strategy. If the analyst's diagnostic was correct in explaining why Weekend Holding failed, THIS strategy must by construction have positive expectancy. If THIS strategy ALSO fails, the diagnostic was wrong and the entire ETF-era flow narrative is invalid — also a valuable session finding.