A LONG-SHORT, single-instrument mean-reversion on BTCUSDT.BINANCE (USD-M perp, 1h bars) driven by ORDER FLOW, not price — a signal input no deployed strategy uses. Per bar it computes the taker buy/sell aggressor imbalance (taker-buy volume fraction) from Binance futures taker-ratio supplementary data (fallback: aggressor-classified trade_ticks), smoothed over a short window. Thesis: when aggressor buying becomes extreme and sustained (e.g. taker-buy fraction ≥ 0.68 over the smoothing window), the marginal market-buyer is late-stage FOMO / forced covering with no fresh limit demand behind it — aggressor exhaustion that reliably precedes a short-term pullback, so FADE it SHORT. Symmetrically, extreme sustained taker-SELL aggression (fraction ≤ 0.32) is panic/capitulation market-selling into thinning offers — go LONG. This is deliberately a DIFFERENT family from everything dying in this factory: it is NOT trend-following (the 209-death single-regime graveyard — it is contrarian and regime-distributed, paying in every direction flow over-extends), NOT funding carry (the saturated fee-dying basket family — its edge is a 0.4–0.6% reversal move, not a sub-basis-point cash flow), NOT an N-leg basket (it is single-instrument, 2 fills per round-trip, so it sidesteps L12's 2N×10bps fee wall), and NOT options (no trade-count wall — extreme-flow events fire dozens of times per year, yielding hundreds of trades for reliable edge measurement). It is gated to NON-TRENDING regimes (fade only when a slow trend filter is flat/ranging) to avoid the one real failure mode — extreme flow that is INFORMED continuation rather than exhaustion. 3 low parameters (flow smoothing window, imbalance threshold, exit) keep it overfit-resistant.