A LONG-SHORT, single-instrument, pure-OHLCV, CALENDAR-GATED strategy on LTCUSDT.BINANCE USD-M perpetual, 1-HOUR bars (catalog verified: 2020-01-09 -> 2026-09-10, ~58,500 hourly bars, ~348 weekends). The mechanism is NOT an indicator-based mean reversion and NOT a momentum re-skin: it is a liquidity-calendar effect. Crypto perps trade 24/7, but the institutional/market-making liquidity that backs them does not — CME BTC futures are closed, US/EU trading desks, ETF authorised participants, treasury/OTC desks and most algorithmic liquidity providers are flat or size-reduced from Friday ~21:00 UTC until Monday. Order book depth on Binance USD-M mid-caps like LTC measurably thins over that window. In a thinned book, a given amount of order flow (a forced liquidation, a single large discretionary ticket, a headline reaction with no arbitrage counterparty) moves price further than the same flow would on a Tuesday. Part of that displacement is pure price-impact, not information, and it is given back when deep liquidity returns at the start of the Monday global session. The strategy measures the weekend displacement, requires it to be large relative to that instrument's own recent weekend-return distribution, and takes the OTHER side at the Sunday 22:00 UTC bar close, exiting on a fixed clock inside the Monday session. Deliberately only THREE tunable parameters (sigma_mult, hold_hours, stop_atr_mult) — every other element (the Friday 21:00 UTC reference stamp, the Sunday 22:00 UTC entry stamp, the 26-week rolling sigma window) is a FIXED calendar/structural constant, not a fitted knob, because the recurring cause of death in this factory is best-of-N parameter selection. Implementation note for the developer (a sibling hypothesis just died on a Layer-3 sandbox timeout): all per-bar work must be O(1) — maintain the Friday-21:00 reference close and a fixed-length deque of the last 26 weekend returns incrementally in on_bar via the bar's UTC weekday/hour, never rescan history inside calculate_signal.