Classical Turtle-style Donchian channel breakout long-short strategy on BTCUSD_PERP.BINANCE_CM (BTC-margined inverse perpetual) using 4-hour bars. Pure OHLCV-only mechanism with NO supplementary data dependency — completely avoids the 13+ liquidation/funding/supp-data infrastructure failures this session. Targets the BINANCE_CM venue bucket (currently 1.0% of portfolio vs 5% quota target — the deepest under-represented executable venue in the factory). Mechanism is dead-simple: 3 parameters total (lookback, ATR stop multiplier, max hold), classic Donchian breakout (long when close > N-bar high; short when close < N-bar low) with an ATR trailing stop and hard time stop. The 4H timeframe + 40-bar lookback (~6.7 days) produces ~40-70 entries/year based on historical BTC volatility, comfortably above the 5-trades-per-OOS-window walk-forward floor. The strategy DOES NOT include narrative-driven filters, regime gates, or volume confirmations — these multi-filter AND-gates have repeatedly produced 'walk-forward empty OOS' failures this session (13+ daily Donchian/multi-filter abandons). Instead, the strategy exposes itself fully to Donchian's natural trade frequency. COIN-M (inverse) margining adds genuine novelty: P&L is denominated in BTC, not USDT, creating a non-linear return profile that's structurally different from USD-M (long positions get BTC-margin upside leverage when BTC rises; short positions face BTC-margin compression when BTC falls). This makes the strategy a NEW mechanism-class test rather than a re-port of an existing USD-M mechanism — the cross-margining-type generalization question is intellectually distinct from cross-instrument or cross-venue generalization. Position sizing is volatility-targeted in BTC-units rather than USDT to align with the contract's settlement currency.