A LONG-SHORT, CROSS-INSTRUMENT strategy: the traded instrument is ETHUSDT.BINANCE (USD-M perp) but the SIGNAL comes from BTCUSDT's DEEP aggTrades taker flow — a genuinely different family from every single-name idea this session, all of which are now confirmed dead (single-name OHLCV, funding, and my own single-name aggTrades order-flow probes — absorption, large-print sweep, all fee-died decisively; the maker-execution reversion also just collided/died). The mechanism is documented cross-asset LEAD-LAG: BTC is the market's beta driver and its aggressive order flow (a burst of net taker buying/selling on the deepest tape) propagates to alts with a short lag; when BTC prints a strong flow impulse AND moves, but ETH has NOT yet caught up (its price still near pre-impulse level), ETH tends to follow within minutes. Enter ETH in the direction of the BTC flow impulse, capturing the catch-up; exit once ETH has converged to the implied move or the lag window closes. This is NOT single-name order flow (the signal instrument ≠ the traded instrument), NOT reversion/momentum on ETH's own price, NOT funding/carry/options. It uses the deepest, cleanest flow tape (BTC's) to trade the less-efficient follower (ETH), and the catch-up move (~0.2–0.5%) clears the ~0.10% USD-M round trip. Cross-instrument (2 instruments), LONG-SHORT (fills the 85%-long imbalance), fast intraday hold. 3 core parameters (BTC flow-impulse threshold, ETH lag-gap threshold, catch-up hold window).