A LONG-SHORT, single-instrument MEAN-REVERSION strategy on the BTC-margined COIN-M inverse perpetual (BTCUSD_PERP.BINANCE_CM, ~0.06% RT taker → 0.10% fee floor). It fills three under-represented buckets at once — BINANCE_CM venue (3.5% vs 5% target), long-short direction (13.1% vs push target), and it uses a mechanism DELIBERATELY DISTINCT from the recent COIN-M failures (the ETHUSD_PERP vol-regime switch was DIRECTIONAL trend-by-vol-bucket with an inverted sign; SolCoinM was a breakout-trap fade; my prior CM idea was session carry-over). This is not a momentum/trend clone (L38), not a portfolio-construction basket (L48), not a non-price-feed gate (L46), not an options structure (engine graveyard), and not a dated-quarterly/liquidation edge (L47 data_unavailable). It is pure OHLCV — the tag family with the best survival rate (no_supplementary_data 3%). Core idea: over the majority of hours crypto is NOT trending, and within those directionless windows sharp intrabar stretches away from a short rolling anchor over-shoot and snap back. We measure the price's z-score vs its 48-hour rolling mean, and we ONLY fade the stretch when a price-derived directionality measure (efficiency ratio) says the market is ranging — standing completely aside when it is trending, which is the classic failure mode of naive reversion. Correct-signed: fade extremes only in chop, never in a trend.