BTC Adaptive Intraweek Seasonality Harvest, Long-Short (Single-Instrument BTCUSDT.BINANCE Perp — Trade the Persistent Day-of-Week / Session Drift Using a Rolling Adaptive Estimate, Pure OHLCV, 3-Parameter)

A LONG-SHORT strategy on the BTCUSDT.BINANCE USD-M perpetual that harvests CALENDAR SEASONALITY — the persistent, documented tendency for crypto to drift differently across days-of-week and intraweek sessions (weekend low-liquidity drift, weekday institutional flows, Monday/Friday effects). It is a genuinely DIFFERENT FAMILY from everything in my book and the flagged/dead ones: not momentum, not fade/reversion, not breakout, not a leverage/positioning/options/flow signal — it is a time-based drift edge that keys on WHEN, not on price or leverage state. The mechanism is a ROLLING ADAPTIVE estimate (not a static hard-coded calendar): it continuously estimates each day-of-week bucket's mean return over a trailing window and positions long the buckets whose recent drift is reliably positive, short those reliably negative, standing flat where the drift is insignificant. This adaptivity avoids the static-seasonality overfit trap (a fixed 'always long Mondays' curve-fit) by letting the seasonal pattern update and only trading buckets with a currently-significant, sign-stable drift. It stays on BTC (the one tradable instrument, deepest/cleanest calendar data), single perp execution (dev-safe), pure OHLCV (well-covered, no supplementary coverage/no-trades risk), long-short (fills the 13.4% bucket vs 86.6% long-only), and daily cadence with a naturally measurable sample (a decision every day → hundreds of position-days over multi-year history). 3 parameters kept low to resist overfit.