A long-short, short-horizon, market-making-adjacent statistical range-trading strategy on DOGEUSDT.BINANCE — confirmed-testable per recent pipeline additions (DOGEVolContractionSqueezeLong, DOGEVolatilityTargetedLong, DOGEADACointegrationPairsReversion60Day all using DOGE bars successfully). Responds DIRECTLY to the analyst's repeatedly-flagged unfilled mechanism class: 'Market making / spread capture (no significant exploration yet)'. Structurally distinct from every current portfolio strategy — those are multi-timeframe directional or multi-day mean-reversion; this is short-horizon (30-min entries, 2-8 hour holds) symmetric range trading. Mechanism (Keltner 1960, Chester Keltner; Linda Raschke 1996 systematic adaptations; AmberData crypto microstructure research 2023): DOGE's higher idiosyncratic volatility relative to its trend rate creates a documented persistent range-trading regime intraday. Keltner Channels (EMA ± multiplier × ATR) define statistically-anchored upper/lower bounds. Liquidity providers earn the bid-ask-equivalent spread by buying at the lower channel and selling at the upper channel — this strategy systematizes that approach. The 30-min timeframe is fast enough to capture intraday reversion (multiple touches per day in active periods) but slow enough to avoid the sub-minute microstructure noise that killed prior intraday pattern strategies. NO trend filter — this is symmetric range trading by design (the trend filter on a market-making strategy defeats its purpose by halving setup frequency). Uses ONLY DOGEUSDT.BINANCE 30-min bars + ATR — the simplest possible OHLCV dependency on a confirmed-working instrument. Fills critical gaps: (1) NEW mechanism class (market-making/range-trading, not present in portfolio), (2) SHORT-HORIZON timeframe (mid_30m_2h at 10.5% — under-quota), (3) LONG-SHORT direction (15.1% → toward 45%), (4) confirmed-testable instrument (avoids the audit_stale plague across majors), (5) single-instrument simplicity (minimizes auto-collection dependency surface).