A long-short mean-reversion strategy on BTCUSDT.BINANCE USD-M perpetual futures that uses ONLY supplementary derivatives data (open interest + funding rate) as the entry signal — NO OHLCV pattern recognition, NO moving averages, NO breakouts, NO 'practitioner pattern' that has failed 10+ times this session. The hypothesis: when both open interest is unusually elevated (z-score > +2 over rolling 30 days) AND funding rate is unusually positive (z-score > +2 over rolling 30 days), the market is in a CROWDED-LONG state where leveraged longs are paying premium funding to maintain positioning that has just been built — historically this configuration mean-reverts as the marginal buyer is exhausted and overpositioned longs become forced sellers. SYMMETRIC reverse: crowded-short state (both z-scores ≤ -2) tends to revert upward. The conjunction requirement (BOTH signals must agree) acts as a structural overfitting suppressor — a single z-threshold has many ways to curve-fit, but a joint z-threshold on TWO INDEPENDENT data sources has far fewer because both surfaces must align in extreme tails simultaneously. Fills FOUR under-represented buckets: long-short direction (14.2% → toward 45%), non-OHLCV-mechanism class (zero of failures used joint positioning signals), mid-term hold (24h cycles), and supplementary-data-driven (this taps a data stream — OI + funding — that BINANCE has consistently clean coverage on, distinct from spot bars which have failed Layer 3 twice). Uses ONLY BINANCE USD-M perp bars + Postgres-stored OI and funding rate data (no BINANCE_SPOT — avoiding the recent failure mode). Position sizing: 15% of equity per direction, single-leg directional trade. Risk per trade: 1.5% of equity capped by stop-loss.