A LONG-SHORT, MULTI-INSTRUMENT, EVENT-DRIVEN continuation strategy on US equities (venue USEQ, 1-DAY bars) that harvests post-earnings-announcement drift (PEAD) WITHOUT needing an earnings calendar: an earnings announcement reveals itself in the price tape as an abnormally large overnight gap on abnormally large volume. The strategy scans a fixed 20-name liquid large-cap universe every daily bar, flags names whose open-vs-prior-close gap exceeds ~3x their trailing 60-session daily volatility on >=2x average volume, enters AT THE CLOSE OF THE EVENT DAY in the DIRECTION of the gap (long the gap-ups, short the gap-downs — Reg-T margin allows the short leg), and holds a fixed ~15 sessions. It deliberately does NOT enter at the open (the jump itself is not tradeable) and does NOT fade the gap — the documented anomaly is UNDER-reaction, i.e. continuation. This fills three of the furthest-from-target portfolio buckets at once: USEQ is 1.6% of 3074 experiments, long_short is 14.8%, multi-instrument is 18.5%; it also avoids BINANCE (70.0%, double its 40% cap). It is explicitly NOT the daily ETF regime-rotation / cross-asset dual-momentum family that lesson L99 kills, and NOT the cross-sectional weekly reversal that died before.