A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE microstructure reversion strategy on ETHUSDT.BINANCE USD-M whose signal is the perpetual's own MARK-vs-INDEX PREMIUM (basis) — derived directly from the mark_price and index_price feeds, both of which are first-class catalog data types confirmed present in the Layer-3 sandbox (the one prior premium hypothesis failed on a venue-swap IMPLEMENTATION bug — it traded spot instead of the perp — NOT on data availability; the premium feed itself loaded). This mechanism is genuinely orthogonal to the perp's own price series: the premium isolates the LEVERAGE-DRIVEN dislocation of the perp away from the underlying spot index, which raw OHLCV cannot express. It deliberately AVOIDS every recent death trap: not OHLCV-only-directional (L42 — the signal is the cross-instrument basis, not a price indicator); not the liquidations feed (forward-only from 2026-04-21, structurally unmeasurable); not OI (feed holes / falsified); not options/IV (L43, not in sandbox); and — critically — NOT cross-venue (L44): we trade ONLY the ETHUSDT.BINANCE perp, and mark/index for that exact instrument are jointly and fully available across the multi-year window. It is distinct from the already-pending SOL funding-positioning reversal (that fades the 8h-averaged FUNDING level over multi-DAY holds; this fades the high-frequency intraday BASIS dislocation over hours). Being LONG-SHORT fills the under-represented direction bucket (13.4% vs the ≤55% long-only target), and 15m bars fill the under-represented short-horizon bucket (9.3%).