A LONG-SHORT, single-instrument directional strategy on SOLUSDT.BYBIT (linear USD-M perpetual) whose entries are gated ENTIRELY to the timestamps of scheduled US macro releases. The event calendar (FOMC rate decisions ~8/yr @ 14:00 ET, CPI ~12/yr @ 08:30 ET, Nonfarm Payrolls ~12/yr @ 08:30 ET, PCE ~12/yr @ 08:30 ET) is KNOWN HISTORY — hardcoded UTC timestamps, no news/sentiment feed required, fully backtestable over SOL's multi-year Bybit history. ~44 events/yr x ~5-6 usable years ~= 220-260 event windows. This is NOT a continuous-momentum/regime-gate mechanism (L92), NOT a session/opening-range seasonality trade on the 24/7 clock (L79/L89 are about intraday VWAP/US-cash-open fades that fire thousands of times) — it fires only at a fixed, sparse, exogenous macro schedule and rides the information-driven repricing. Routed to BYBIT to fill the emptiest venue in the corpus (1 of 3011 experiments) and expressed LONG-SHORT to fill the under-target direction bucket; SOL chosen over BTC/ETH (44%/over-mined) because its higher macro-beta amplifies the post-event move, improving per-trade capture relative to fees. FEE ARITHMETIC: on FOMC/CPI/NFP release days SOL's realized intraday range is typically 3-7%; a trend-aligned breakout continuation captures ~1.0-1.5% of that swing. Bybit linear taker RT ~0.11%. Even at a realistic 45% win rate with avg_win ~1.6% / avg_loss ~0.9% (ATR stop), gross expectancy ~= 0.45*1.6 - 0.55*0.9 = +0.225%/trade, net ~+0.11% after the 0.11% RT fee — >2x the 0.10% low-fee bar is achieved through selectivity, not through a small edge fought against friction. Trend-alignment (only take breakouts in the direction of the 3-day trend) is a whipsaw filter on an already-rare exogenous trigger, not a regime gate manufacturing an edge from a sub-fee signal.