A LONG-SHORT, single-instrument, PURE-OHLCV intraday MEAN-REVERSION strategy on AVAXUSDT.BINANCE (USD-M perpetual) using 15-MINUTE bars. It is deliberately modeled on the factory's one demonstrated survivor in this family — the SOL 15m VWAP-reversion long-short that reached paper_stage — but uses a DIFFERENT, orthogonal reversion anchor: instead of distance-from-VWAP, it fades a single VOLATILITY-SPIKE bar whose OWN wick shows the overshoot is already being rejected. This fills the two most under-target quota dimensions after venue: short_1m_15m horizon (4.7% vs a >=10% target) and non-long-only direction (long_only is 84.1% vs a <=55% cap). It is routed to BINANCE (over-weight, but justified): a 15m strategy needs multi-year sub-hourly history, which Hyperliquid structurally cannot provide (~7 weeks at 15m), so routing it to an under-weight venue would guarantee an insufficient-history abandonment. Critically it is PURE-OHLCV with NO supplementary-data dependency — a direct response to the current data-layer reality where FIVE recent hypotheses died on unavailable liquidations, walled account-ratio history, or O(n)-per-bar supplementary scans that blew the 300s Layer-3 limit. There is no funding series, no liquidation feed, no options chain, no cross-venue leg: every input is a bar field, and every rolling statistic is maintained incrementally (O(1) per bar). It is NOT a liquidation-cascade strategy (those just failed on missing liquidation data) — it uses the bar's OWN range and wick as the forced-flow proxy, which is always available. Low-parameter (5 knobs) to resist the overfitting/deflated-Sharpe rejections that dominate the failure log. AVAX chosen over BTC/ETH for fee headroom: its typical 15m spike is ~2-3x a major's, so the ~0.10% round-trip futures cost consumes a small share of the target snapback.