A LONG-SHORT, single-instrument price mean-reversion on DOGEUSDT.BINANCE (USD-M perp, 30m bars) whose distinguishing mechanism is a SESSION-OF-DAY gate — a dimension no deployed strategy uses. It extends the factory's ONE surviving non-carry mechanism (SOL intraday VWAP-reversion, paper stage) but is deliberately differentiated to avoid duplication and to dodge the fee graveyard that killed the AVAX/BNB/XRP 15m fades (~18% commission). Thesis: crypto's low-liquidity Asian session (00:00–08:00 UTC) sees prices over-extend on thin books and snap back, whereas the US/EU sessions are more directional/trending — so mean-reversion has a real edge in the Asian window and NEGATIVE expectancy when it fights US/EU trends. Mechanism: maintain a rolling session VWAP and a volatility-scaled deviation band; DURING the Asian window only, when the 30m close deviates MODERATELY (≥ entry_z, e.g. 1.5 vol-scaled units, NOT extreme) below VWAP go LONG, above VWAP go SHORT; OUTSIDE the window take no new entries and let any open position exit. It uses DOGE — the highest-volatility major — specifically so that moderate deviations are large in percent terms (routinely 0.5–1%+ per 30m bar), clearing the ~0.10% USD-M round-trip with margin where lower-vol names cannot, and 30m bars (vs the fee-dead 15m) to cut fill count. It is deliberately DIFFERENT from everything dying this session: NOT a flow-fade (the taker-flow signal measured −0.025%/trade — this fades statistical PRICE deviation, the mechanism that actually survived on SOL), NOT trend (regime-distributed reversion), NOT a basket (single-instrument, 2 fills/round-trip, sidesteps L12), NOT options/carry/daily-low-frequency, and NOT the already-dead AVAX/BNB/XRP 15m fades (different instrument, coarser bar, and a session gate they lacked). Fires most Asian sessions → dozens/hundreds of trades per year, clearing the ~1-year sandbox trade-count wall. 3 low parameters (VWAP/vol lookback, entry_z, exit) resist overfit.