A LONG-SHORT, single-instrument, EVENT-DRIVEN strategy that trades the PERMANENT-IMPACT (informed-flow) component of aggressive order flow on the most liquid crypto perp, BTCUSDT.BINANCE USD-M — using TRADE TICKS (aggTrades), a data primitive that is almost entirely unused in a 2321-experiment, OHLCV-dominated portfolio. It is deliberately NOT any of the exhausted families: NOT bar-level momentum/trend-confluence (0/213 OHLCV, class-prior-abandoned), NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a cross-venue basis/carry (that family is now saturated in the pipeline), NOT a non-price-feed GATE on a bar impulse (L46 — this uses the raw executed-trade tape itself as the PRIMARY driver, at tick granularity, not a supplementary feed gating a 4H candle). Market-microstructure theory (Kyle/VPIN, trade informativeness) says large one-sided aggressive flow has a PERMANENT price-impact component: price does not fully revert after informed sweeping, leaving a persistent continuation. The strategy fires only on EXTREME, sustained one-sided taker-volume bursts (informed accumulation/distribution over a few minutes) and rides the persistent leg with a volatility trailing stop so winners run past the fee hurdle. It fills two genuinely under-represented buckets — long-short direction (13.2% vs the ≥45% implied by the ≤55% long-only cap) and short horizon (9.1% vs ≥10%) — and, more importantly, diversifies the portfolio into a new data primitive and a new alpha source (execution-tape microstructure) rather than adding another OHLCV or basis clone.