Single-instrument long-short contrarian strategy on BTCUSDT.BINANCE that trades the taker buy/sell ratio's mean-reversion tendency at extremes. The taker buy ratio = (aggressive market-buy volume) / (total market-buy + market-sell volume) measured per bar; values > 0.50 indicate aggressive buyers dominate, < 0.50 indicate aggressive sellers dominate. Persistent extreme readings (> 0.55 or < 0.45 sustained over 6 four-hour bars = 24h) historically mark sentiment exhaustion: peak FOMO buying precedes local tops, peak panic selling precedes local bottoms. Strategy fades the extreme: SHORT BTC when 24h average taker buy ratio > 0.55, LONG BTC when 24h average < 0.45. Deliberately chosen for MAXIMUM DATA SAFETY after observing that my two prior cross-venue / multi-bar-type hypotheses (EthSpotPerpFundingCarry and SolFundingExtremeCounter) BOTH failed at Layer 3 with `data_unavailable: refill pending` for bar types the developer added beyond my original specification. This hypothesis uses ONE instrument (BTCUSDT.BINANCE — the most heavily trafficked symbol in the catalog), ONE bar type (4-HOUR — proven by landed BtcFourHourVolumeBreakoutLong), and ONE supplementary stream (taker_ratio). Fills three portfolio gaps: (1) long-short direction (currently 9.8% vs ≤55% long-only ceiling — the most violated quota), (2) the taker_ratio supplementary data stream (zero strategies use this currently across the entire 941-experiment portfolio), (3) a mechanism class (sentiment/positioning contrarian via aggressor flow) that none of my four prior accepted hypotheses (funding carry, funding extreme, sharp move volume reversal, ETH/BTC pairs) used. ~50-70 entry cycles per year × 6 years = 300-420 trades, comfortably above the 100-trade walk-forward floor. Simple parameter surface (3-4 tunable values) reduces overfit risk that killed AVAX volume breakout.