BTC 4H Asian-Session Move US-Open Reversal Long-Short (BINANCE USD-M Futures, 4H, OHLCV-Only, Time-of-Day Mechanism)

Single-instrument long-short session-boundary reversal strategy on BTCUSDT.BINANCE that exploits the empirically documented pattern of US trading session institutional flow reversing Asian session retail flow. Crypto markets trade 24/7 but participant composition shifts dramatically across the day: 00:00-08:00 UTC is dominated by Asia-Pacific retail and prop flow; 12:00-20:00 UTC is dominated by US institutional and quant flow. Academic research (Aalborg et al. 2019 'What can explain the price, volatility and trading volume of Bitcoin?', Caporale et al. 2020 'Cryptocurrency anomalies') documents that significant Asian-session price moves are statistically faded during the US session about 56-62% of the time, particularly when the Asian move is large relative to recent volatility. Strategy: at the close of the 08:00 UTC bar (end of Asian session), compute cumulative return over the prior two 4H bars (00:00 and 04:00 UTC bars = full 8h Asian session). If cumulative return is >+1.5% (Asian rally), enter SHORT at the next 12:00 UTC bar's open (US session start). If cumulative return is <-1.5% (Asian dump), enter LONG at the next 12:00 UTC bar's open. Exit by end of US session (20:00 UTC bar close) or earlier on profit target / stop. ZERO SUPPLEMENTARY DATA, ZERO EXTRA INSTRUMENTS, ZERO EXTRA BAR TYPES — purely BTCUSDT.BINANCE-4-HOUR OHLCV with time-of-day extracted from bar.ts_init nanosecond timestamp. This is the SAME proven data path as the landed BtcFourHourVolumeBreakoutLong and my four already-in-pipeline BTC 4H hypotheses (BtcAggressorFlowProxy, BtcConsecutiveDirectionalStreak, BtcOpenInterestSurgePriceExtension, BtcRangeExpansionExtremeCloseRejection). Fills three under-represented portfolio buckets that NONE of my prior hypotheses addressed: (1) long-short direction (currently 9.7% vs ≤55% long-only ceiling — most-violated quota); (2) TIME-OF-DAY / SESSION-BASED mechanism class (entirely absent from all 954 experiments in portfolio — zero strategies use intraday session structure as a signal); (3) calendar/structural-flow mechanism (orthogonal to volume, momentum, mean reversion, funding, positioning, microstructure, options — it's a participant-composition signal). Expected ~50-100 entry cycles per year × 6 years of BTC 4H data ≈ 300-600 trades, comfortably above walk-forward sample-size floor. Mechanism is BTC-specific (calibrated to BTC's session participant dynamics), structurally immune to AVAX-style cross-asset analog overfitting since no claim of family-portability.