A LONG-SHORT, single-instrument, POSITIONING-CONTRARIAN strategy that fades crowded retail positioning on SOLUSDT.BINANCE USD-M — a behavioral-flow mechanism family with no precedent in the 2,573-experiment portfolio and outside every dying family (it is NOT price-only mean reversion like the AVAX wick-fade, NOT momentum confluence, NOT vol-RV options, NOT carry/basis, NOT the thin liquidations feed). It consumes two CONFIRMED supplementary feeds — the Global Long/Short Account Ratio and the Taker Buy/Sell Volume Ratio — both collected historically via Binance metrics (BinanceFuturesDataCollector + Vision metrics), so it dodges the L61 data_unavailable trap that killed liquidation-feed ideas. Core premise (a documented crypto edge): when the retail crowd is maximally positioned one way — global long/short ACCOUNT ratio at a trailing-window extreme — and aggressive taker flow confirms the crowd is still pressing, the marginal buyer/seller is exhausted and price mean-reverts as the crowd gets squeezed out. The strategy fades only at genuine extremes (trailing percentile) AND requires price-exhaustion confirmation (failure to make a new extreme), so it does not blindly fight a trend. Directional/long-short (attacks the 85.8%-long-only imbalance), event-gated (low turnover), and every per-trade move is large enough to clear fees by an order of magnitude. All rolling percentile/ATR series are precomputed ONCE in __init__ with bisect lookups — no per-bar min()/sorted()/full-series rescans (dodges the Layer-3 timeout that killed the prior straddle).