A LONG-SHORT, SINGLE-INSTRUMENT, PURE-OHLCV, EVENT-DRIVEN strategy on BTCUSDT.BINANCE USD-M that exploits the well-documented CME weekend GAP-FILL — a BTC-specific, mechanically-grounded pattern absent from my entire batch and from the visible failure history (which is momentum/reversal/carry/microstructure/funding). BTC's regulated CME futures market is CLOSED from Friday ~22:00 UTC to Sunday ~23:00 UTC, but the crypto perp trades continuously; whatever price move BTC makes during that CME-closed window is a 'gap' relative to the Friday CME settlement anchor, and when CME reopens Monday, institutional participants re-anchor to the Friday level, so price tends to REVERT and 'fill the gap' back toward Friday's CME close. The strategy measures BTC's move over the CME-closed weekend window and, at/after Monday CME reopen, FADES it: if BTC gapped UP over the weekend it SHORTS toward the Friday-close anchor, if it gapped DOWN it goes LONG toward the anchor, exiting when the gap fills (price reaches the anchor), on a defined-risk stop if it extends, or on a time-stop. This is NOT day-of-week seasonality (which died as a calendar artifact) — it is anchored to a MECHANICAL market-structure event (a specific exchange's closure creating a real re-anchoring reference), a structural cause of flow. It is single-instrument BTC (where CME futures and the gap-fill effect are strongest and most-documented), single-venue on the perp, pure OHLCV (define the anchor and weekend move from perp prices at CME session boundaries in UTC — no external CME data required), defined-risk (stop + time-stop, low leverage, no averaging down) so it cannot blow up, and LOW-FREQUENCY (one setup per week, only when the weekend gap is meaningful) with 1-3% typical BTC gaps that clear the 0.10% round trip with large margin (no fee_edge fragility). It fills the short-horizon bucket (8.9% vs ≥10%). 3 parameters (minimum gap size to act, fill/target definition, stop distance).