A LONG-SHORT, SINGLE-INSTRUMENT intraday liquidity-provision strategy on ETHUSDT.BINANCE USD-M perpetual that attacks the factory's #1 killer — the fee graveyard (261 fee_edge + many 'sub-fee mean-reversion on liquid majors' deaths) — at its root by changing the FEE SIDE of the trade, not the signal dressing. Every dead mean-reversion strategy in the book entered with MARKET orders and paid the 0.05% taker fee twice (~0.10% round trip), so a ~0.15% reversion edge net-lost. This strategy instead PROVIDES liquidity: it rests LIMIT orders that fill at the 0.02% MAKER fee (~0.04% maker round trip on ETHUSDT USD-M), so the same reversion capture is now comfortably fee-positive. It only engages in statistically RANGING regimes (where passive fills mean-revert instead of adversely selecting), stands completely flat in trends, and is symmetric long/short. It is deliberately NOT any flagged dead class: not a taker mean-reversion (the whole premise is maker fills), not OI-gated (L71), not funding-gated (L70), not a cross-venue two-leg (L69), not a rotation basket (L68), not a USEQ anomaly (L74), not an options structure (L64), and distinct from my SolTakerFlowMomentum hypothesis (that is TAKER continuation; this is MAKER reversion). Fills three under-represented buckets: long_short (14.3% vs ≤55%), short_1m_15m horizon (8.6% vs ≥10%), and a liquidity-provision mechanism entirely absent from the 0.7%-survival book. Only 3 fitted parameters to resist the 338x overfit graveyard.