A LONG-SHORT, EVENT-DRIVEN microstructure strategy on ETHUSDT.BINANCE USD-M whose signal source is the LIQUIDATIONS supplementary feed — a genuinely different information source from OHLCV, funding, or IV, and one the meta-learner favors (strategies WITHOUT supplementary data survive only 3%). This is a materially different FAMILY from the collided short-strangle VRP idea (that whole options short-vol family died verification_loop): here there is no options leg, no vol-selling, no premium harvest — it is a forced-flow overshoot reversal. Mechanism: leveraged longs (or shorts) getting force-liquidated create a self-reinforcing cascade of MARKET orders that pushes price beyond fair value in seconds-to-minutes; once the forced flow exhausts, price mean-reverts. We detect a cascade from the liquidation feed (not from price), fade its direction, and exit on partial reversion. It is distinct from the abandoned 'Perp-Discount Capitulation Reversal' (that was LONG-ONLY SPOT gated on mark-vs-index PREMIUM) — this is long-short FUTURES gated on realized LIQUIDATION NOTIONAL. ETH (not BTC — BTC tag survival is 2%) is chosen for its deeper, more frequent cascades that produce larger overshoots. Only 3 tunable parameters to resist the overfit death that dominates the portfolio.