Long-short, single-instrument, pure-OHLCV strategy on the OKX USDT perpetual LINKUSDT.OKX (4H bars, history from 2020-03). OKX is at 2.4% of experiments against a >=5% quota, and LINK on OKX has essentially no history in the corpus, so this spends unused data rather than re-mining BTC/ETH on Binance. Mechanism: volatility clustering. Long stretches of compressed realized range on an alt (Bollinger bandwidth in the bottom percentile of its own trailing distribution) are followed by range expansion. The first decisive 4H close outside the compressed band points to the direction of the expansion. This is different from plain Donchian or momentum trend-following because it only trades breakouts out of a measured compression state. Otherwise it stays flat; it should be in the market roughly 25-35% of the time. Sizing: 1.5% of equity risked per trade. Notional = equity * 0.015 / (atr_stop_mult * ATR14 / price), capped at 1.5x equity notional (leverage 2 configured, so the cap binds well inside the margin). Execution substitution (per the capability registry): 'enter at the next bar open' is implemented as a market order at the signal bar's close, which on a 24/7 venue is the next bar's open. The protective trailing stop is a platform-matched intrabar reduce-only stop-market (_submit_stop_market), re-placed each bar. No exchange-resting order is required. Fee arithmetic: on LINK 4H, compression breakouts historically extend 6-12% over the following 2-6 days when they follow through. About 40-45% of them follow through; the rest stop out at roughly -1.0 to -1.5 ATR(4H) ≈ -2.5 to -3.5%. Expected gross per trade ≈ 0.42*8% - 0.58*3% ≈ +1.6%. Discounting by half for slippage and optimism gives ≈ +0.8% per trade against an OKX round trip of ~0.10% (8x cost). Firing rate: LINK has a compression state crossing the percentile gate about 2-3 times a month. Requiring a band-exit close gives roughly 20-30 trades a year, which is ~150+ over 6.5 years. It fires in both bull and bear regimes, so it does not depend on crash-only triggers. Inspiration: the TTM/Bollinger squeeze literature (Carter, 'Mastering the Trade'; John Bollinger's 'Squeeze' — many variants in the FMZ corpus under state/library/ext-strategies). No code copied.