A LONG-SHORT, single-instrument, event-driven MEAN-REVERSION strategy on BTCUSDT.BINANCE USD-M perpetual using 15-MINUTE bars, triggered by LIQUIDATION-CASCADE EXHAUSTION rather than price momentum. The mechanism is mechanistically ORTHOGONAL to the factory's continuation/breakout/momentum families (which are dead-or-marginal on BTC): instead of betting that a move persists, it fades the transient price OVERSHOOT created by forced, price-insensitive liquidation flow. When a wave of long liquidations (forced selling) spikes far above its trailing norm AND price is simultaneously stretched to an oversold extreme, the forced sellers are exhausting non-informational supply below fair value — the strategy buys the snap-back. Symmetrically, a short-liquidation (forced-buying) spike that stretches price to an overbought extreme is faded short. Holds are intraday (minutes to a few hours), targeting the 1-3% reversion to the local mean — an order of magnitude larger than the ~0.10% round-trip fee, so this is NOT a fee-marginal microstructure scalp and NOT the cross-venue basis trap. Deliberately Binance USD-M because that is where multi-year, reliable liquidation data exists (sidestepping Hyperliquid's short-history wall); the long-short + short-horizon design is chosen to attack the portfolio's two worst quota gaps (85.5% long-only, 3.7% short-horizon). Kept to 4 parameters to resist the overfitting that has recurred across the recent batch.