A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE directional strategy on the ETHUSDT.BINANCE USD-M perpetual that adds a genuinely NEW information source — the change in OPEN INTEREST — to a price signal, exactly the kind of augmentation L38 permits (a new information source, not a new instrument or another momentum clone). The core is the price×OI 'quadrant' model of positioning flow: a price move MEANS different things depending on whether open interest is expanding or contracting. Price breaks to a new high WITH strongly rising OI = fresh leveraged long money entering → a genuine, fuel-backed uptrend → GO LONG. Price breaks to a new low WITH rising OI = new short conviction / cascade building → GO SHORT. But price at new highs while OI FALLS = a short-covering squeeze (no new buyers) — unsustainable, so DO NOT go long; and price at new lows while OI falls = long capitulation/deleveraging (forced exit, not new sellers) — so DO NOT go short. The strategy only takes the two OI-CONFIRMED quadrants and stays flat in the unconfirmed ones. This is deliberately NOT the OI-fuel BREAKOUT that died on fee_edge: it is LOW-FREQUENCY on daily-ish bars holding multi-day trends, so each trade targets multi-percent moves and the 0.10% USD-M round trip is negligible. It is NOT cross-venue and NOT multi-leg (the complexity that killed my last several ideas in Layers 2–4), NOT options (catalog-load caps), NOT funding carry (no edge), and NOT knife-catching MR (which just liquidated). ONE instrument, ONE venue, ONE cheap supplementary series (OI), computed incrementally. Fills the under-represented LONG-SHORT direction bucket and uses a positioning MECHANISM distinct from my pending funding-fade and calendar ideas. 3 parameters, to resist the overfit deaths that dominate the log.