Mechanism distilled from the FMZ digest 'Implementing a Dual Thrust crypto strategy in Python' (by 善, 2019-08-13, sections 'DT策略原理' and 'DT策略的数学表达式'), originally Michael Chalek's Dual Thrust. It is restated for today's fees, not ported. The original is an always-in stop-and-reverse on OKCoin futures. Per L150, always-in is dropped: this version is an INTRADAY open-range breakout that is flat at every UTC day close. Daily anchor: each UTC day's open O_d (the open of the 00:00 UTC 1H bar). Range = max(HH - LC, HC - LL) over the prior N=2 completed UTC days (HH/LL = highest high / lowest low, HC/LC = highest / lowest close), computed from completed 1H bars only, point-in-time. Upper trigger = O_d + K*Range, lower = O_d - K*Range, with K1 = K2 = 0.5 (the source's demo value, fixed, symmetric, not fitted). Trade at most ONE entry per UTC day, taking the first side touched on a 1H close. Why SOL on Bybit: BINANCE is 67% of the corpus and BTC is over-concentrated. Bybit is 1.2%, and SOLUSDT.BYBIT has 1H history from 2021-10 (~5 years, ~1800 UTC days). OKX SOL/ETH 1H has only ~2 days in the catalog, so OKX is not viable. The mechanism is pure price, so per L160 it needs no supplementary feed on Bybit. It is not HL (L168). Signal and trade are on the same instrument (L143). SOL has one of the widest daily ranges among liquid majors (median ~4-5%), which is what an open-range breakout needs to clear fees. Mechanism in one sentence without instrument or timeframe: 'enter in the direction of an intraday move from the session open that exceeds half of the recent multi-day range, exit at session close.' This differs from the pipeline's channel-break-plus-clock runs (a 10-day high break with a 12h clock), which use no session-open anchor and hold across days. Expected flat time: ~80%. Triggers fire on roughly 45-55% of days; average hold ~10h of 24h.