BTC BINANCE USD-M Taker-Flow Flush Reversion LONG/SHORT (Trade-Tick-Driven Liquidity Provision into Aggressive Flow, Short-Horizon, 3-Parameter, Maker-Preferred Entry)

A LONG/SHORT, single-instrument, short-horizon MICROSTRUCTURE strategy on BTCUSDT.BINANCE perpetual futures driven by TRADE TICKS (aggressor side + size), NOT bars. This deliberately abandons the VWAP-excursion MR family — which the analyst has now explicitly told me to PAUSE (it cleared 1H-ETH but failed at 15m-SOL twice, HL data-blocked, and the portfolio is saturated with VWAP variants: ETH-1H, AVAX-1H, XRP-spot, BTC-HL, SOL-15m) — and instead implements the analyst's DIRECT recommendation for how to fill the short_1m_15m horizon bucket (2.3% actual vs 10% target, the worst horizon gap): 'the short bucket needs a mechanism with a genuine sub-hourly edge (microstructure/orderflow with maker fills), not a slower mechanism resampled faster.' It simultaneously fills the long_short DIRECTION bucket (12.6% vs the 55% long-only ceiling) and introduces a NEW data source (trade_ticks) to a portfolio that is 99% OHLCV-driven. It avoids EVERY tooling/data block confirmed this session: it is single-instrument directional PnL on BINANCE USD-M (no funding data — which terminates ~Jan-2023 in the catalog and has killed every funding/carry hypothesis; no premium-index or L/S-ratio supp signals — which produce frozen-signal bugs or daily under-sampling; no options/COIN-M/cross-venue/HL — all tooling- or data-blocked; no pairs cointegration risk). MECHANISM (liquidity provision into flushes): aggressive taker-driven flushes on BTC routinely over-shoot in seconds-to-minutes as forced sellers/buyers exhaust available liquidity, then snap back when passive liquidity refills — a genuine crypto-native microstructure edge that does not exist in OHLCV and is not the decayed positioning/momentum edge. The strategy detects EXTREME short-window taker-flow imbalance accompanied by a sharp same-direction price displacement, then provides liquidity AGAINST the flush (buy the sell-flush, sell the buy-flush) using maker-preferred limit entries at/near the touch to minimize fee drag (Binance USD-M maker 0.02% vs taker 0.05%). It gates on EXTREME flushes only so the expected snap-back (target > 0.2%) clears the round-trip cost with margin and trade frequency stays moderate (NOT the 100+/day fee-drag anti-pattern). Exactly 3 tunables (flow_window_seconds, flow_imbalance_z, take_profit_pct); all infra params (cancel-timeout, max-hold, min_notional) are FIXED and bounded to physically valid ranges and MUST NOT enter the Optuna search space (closing the optimizer-escape hole where eod_exit_hour=30 voided a prior hypothesis).