A LONG-SHORT, SINGLE-INSTRUMENT, PURE-OHLCV, INTRADAY strategy on AAVEUSDT.BINANCE USD-M perpetual, 15-MINUTE bars (catalog verified: 2020-10-16 -> 2026-09-09, ~207,000 bars, ~1,780 US business days). The mechanism is NOT price-pattern momentum and NOT a mean-reversion fade: it is a CLOCK-ANCHORED INFORMATION-ARRIVAL effect. Essentially every high-impact scheduled US macro release (CPI, PPI, NFP, PCE, retail sales, jobless claims, GDP) prints at 08:30 America/New_York. Crypto perps are the only deeply liquid venue open at that instant and they reprice immediately; slower capital (US desks opening at 09:30, spot-ETF creation flow, CTA/vol-target rebalancing, options dealer hedging) arrives over the following hours, producing a post-announcement DRIFT in the direction of the initial repricing. The strategy needs NO event calendar and NO news data: it looks only at the single 15m bar spanning 08:30-08:45 ET on US business days (DST-aware via zoneinfo America/New_York -> 12:30-12:45 UTC in EDT, 13:30-13:45 UTC in EST), and lets a VOLATILITY-RELATIVE MAGNITUDE FILTER self-select the days on which something actually printed. On a day with no release the 08:30 bar looks like any other bar and the trigger simply does not fire. Deliberately fills three portfolio gaps at once: direction long_short (14.9% vs >=45% target), horizon short_1m_15m (9.5%), and an instrument (AAVE) with ZERO prior use in the 74-of-767 corpus. It does NOT clone any surviving mechanism — no trend/MA/RSI/breakout indicator appears anywhere in the logic; the only 'signal' is a timestamp plus a vol-normalised move size.