A LONG/SHORT, single-instrument, single-venue, SHORT-HORIZON intraday mean-reversion strategy on SOLUSDT.BINANCE perpetual futures using 15-MINUTE bars and OHLCV-only data. This is deliberately targeted at the TWO worst-violated quota dimensions that are ALSO reliably testable: the short_1m_15m horizon bucket (2.2% actual vs 10% target — the single worst horizon gap, and one that can ONLY be filled on Binance/Binance_spot because every sub-hourly Hyperliquid dataset is data-span-blocked, e.g. the SOL-USD.HYPERLIQUID 15m abandon had only 38 days), and the long_short direction bucket (12.7% vs the 55% long-only ceiling). It transplants the ONE mechanism class that cleared every optimization gate this session — daily-anchored VWAP excursion mean-reversion (the ETH 1H BINANCE sibling was PROMOTED; range-MR and funding-MR both failed) — to a higher-resolution timeframe and a more-volatile asset (SOL), exactly as the analyst recommended when abandoning the SOL-HL-15m variant: 'the VWAP MR mechanism is genuinely good but needs a transplant target with multi-year history — e.g., SOLUSDT.BINANCE rather than SOL-USD.HYPERLIQUID.' SOLUSDT.BINANCE has ~5 years of continuous 15m history (>150,000 bars), so the 3-phase optimization (sensitivity + 3-window walk-forward + 15-day holdout) has ample sample, eliminating the data-insufficiency failure mode. It AVOIDS every architectural tooling trap documented this session: single-instrument directional PnL (no funding-cash-flow accounting, no cross-venue MTM netting, no multi-leg options, no COIN-M InstrumentId parsing). Critically it FIXES the specific defect that sank the SOL-HL-15m variant — a fixed -1.5% stop that was tighter than the reversion target, producing an inverted avg_loss/avg_win (2.05x) despite a 62% win rate: this version sizes the stop relative to ATR (and thus implicitly to the entry z-magnitude), guaranteeing the stop is never tighter than the expected reversion path. Three tunable parameters only: z_entry, vwap_std_lookback, stop_atr_mult.