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BNB USD-M Taker-Aggression Flow Momentum, Long-Short (Single Instrument BNBUSDT.BINANCE Perp, Daily Bars + Taker Buy/Sell Volume Ratio, Trade WITH Sustained Aggressor Order-Flow Imbalance Confirmed by Trend Alignment, 3-Parameter)

Hypothesis

A LONG-SHORT, single-instrument DIRECTIONAL order-flow strategy on BNBUSDT.BINANCE (USD-M perp, DAILY bars) whose primary signal is the TAKER BUY/SELL VOLUME RATIO — the share of volume executed by aggressive market orders (taker aggressor flow), an under-utilized execution-flow modality. This is a deliberate FAMILY SWITCH away from the crowd-positioning contrarian fade (which just collided with a prior abandonment: risk_reject, 46% drawdown, Sharpe 0.08 — that whole positioning-fade family is exhausted). Instead of FADING account positioning, this trades WITH sustained aggressor flow, on the thesis that persistent, one-sided market-order aggression reflects informed/institutional accumulation or distribution that PRECEDES continued price movement. It is NOT positioning-contrarian (opposite sign and different data feed), NOT price-only momentum (the flow imbalance, not price, is the trigger — price only gates direction), NOT the volatility-squeeze breakout sibling (that uses vol contraction on pure OHLCV; this uses executed aggressor imbalance), NOT funding-carry (L33), NOT options (L23), and NOT liquidation-dependent. Trade count is moderate (~25-45/yr), daily holds capture multi-percent continuation moves that clear the ~0.10% USD-M round-trip by a wide margin, and only 3 parameters resist overfitting.

Backtest and paper results are hypothetical. Trading involves risk of loss.