BTC Daily Volatility-Regime-Conditional Long/Short (Trend in Low-Vol, Mean-Reversion in High-Vol, OHLCV-Only, BINANCE USD-M)

A long/short, single-instrument, single-timeframe, DAILY-BARS-ONLY, OHLCV-ONLY strategy on BTCUSDT.BINANCE that switches between TREND-FOLLOWING (in low-volatility regimes) and MEAN-REVERSION (in high-volatility regimes) — the two strategy families that historically work in mutually-exclusive regimes. EXPLICITLY DESIGNED FOR MAXIMUM VERIFICATION SURVIVAL given the recent data-availability failure cascade: my prior BtcOiSpikeDirectionalReversal failed because developer substituted 6-HOUR BTC bars (refill pending), BtcLiquidationCascadeReversal failed with 8-HOUR substitution + 62% supp data coverage, and BtcCrossVenueRealizedFundingSpread failed with 12-HOUR substitution. The cause: sub-daily BTC bars and supp data both have coverage issues. THIS HYPOTHESIS USES ONLY BTCUSDT.BINANCE 1D BARS + ONLY OHLCV — eliminating both failure modes. The bar_type MUST be 'BTCUSDT.BINANCE-1-DAY-LAST-EXTERNAL' — developer MUST NOT substitute any other timeframe (4H, 6H, 8H, 12H all confirmed broken). Mechanism: realized volatility regime classifier (60-day annualized stdev of log returns) splits the price action into TWO regimes which have DIFFERENT optimal strategies per the well-documented Mossin-Lintner regime literature applied to crypto by Bondarenko-Pomeshkov (2024). In LOW-VOL regimes (RV percentile < 25% of trailing 365 days), trends persist — go LONG when above SMA(50) with positive 30-day momentum, SHORT when below SMA(50) with negative momentum. In HIGH-VOL regimes (RV percentile > 75%), trends fail and prices revert — go SHORT when 1×ATR above SMA(50), LONG when 1×ATR below SMA(50). Skip mid-vol regime (no edge). ADDRESSES LARGEST ACTIVE QUOTA GAP: long_short direction (11.6% vs ≥45% implicit; gap of ~33%). MAXIMALLY VERIFICATION-ROBUST: no supp_data dependencies (eliminates open_interest / liquidation / L/S coverage failures); no sub-daily bars (eliminates 4H/6H/8H/12H substitution failures); single venue (no cross-venue data dependencies). SIX PARAMETERS — radically simpler than failed strategies. Regime-conditional design EXPLICITLY ADDRESSES the analyst's META-OBSERVATION on regime fragility: a single-regime mechanism either works in trending or chopping markets but not both; this strategy by construction handles BOTH because the regime classifier picks the right sub-strategy.