A short-horizon, long-short MEAN-REVERSION strategy on 15-minute bars across the three most liquid Binance USD-M majors (BTC, ETH, SOL) — the analyst-recommended correct-sign primitive for the short_1m_15m horizon bucket. The factory just empirically established that 15-minute breakouts on these majors WHIPSAW / mean-revert rather than continue (the sibling intraday breakout lost -98.5% precisely because the volatility extensions snap back). This strategy trades the OTHER side of that fact: when price stretches FAR from a short intraday mean by a large multiple of recent volatility, it fades the extreme (SHORT the over-extension up, LONG the over-extension down) and exits as price reverts to the mean. The crucial refinement over a naive mirror (which would inherit the breakout's fee drag) is a DAILY-TREND REGIME FILTER: it suppresses fades that lean against a strong daily trend, so it does not stand in front of the genuine trend days that produce the rare-but-large continuation losses that normally kill intraday mean-reversion. It is data-safe — MAJORS only, where full 15-minute history is confirmed (the broad-alt cross-sectional basket died on data_unavailable; majors do not) — and on pure Binance USD-M OHLCV, avoiding every infrastructure block this session (liquidations, COIN-M, Deribit, Hyperliquid, multi-leg funding). It is distinct from the 4H volume-climax reversal already in the pipeline (different horizon and signal: intraday z-stretch vs daily-grain volume capitulation). Long-short improves the 87%-long skew; the strict stretch threshold + fast exit is the fee-domination defense; few parameters resist overfitting.