A long-only single-instrument calendar-effect mean reversion strategy on BNBUSDT perpetual futures using daily (1D) bars. The hypothesis exploits a well-documented but underexploited microstructure pattern in crypto: weekend liquidity drainage on centralized derivatives venues. From late Friday UTC through Sunday UTC, market-maker inventory and CEX desk activity drop sharply (TradFi closed, Asian institutional flow muted), so order books thin out and even modest sell flow produces exaggerated drawdowns. By Monday Asia open and the US institutional Tuesday, liquidity returns and overshoots tend to revert. The strategy waits for a meaningful weekend drawdown then takes a 2-3 day reversion long. This is structurally distinct from the failure set: not trend-following, not a standard indicator, not a funding/L-S contrarian, and uses only OHLCV. BNBUSDT is chosen because (a) it's not in the failure set or current pipeline, (b) it has high crypto-native CEX trading concentration (Binance ecosystem token) so the weekend effect is more pronounced than on BTC where TradFi flows dominate, and (c) it's liquid enough for clean fills.