Classification: (a), a concrete trading idea. The source (QuantConnect Strategy Library, 'Dual Thrust Trading Algorithm', after Michael Chalek and Gang Wei 2012) defines one mechanism. Range = max(HH - LC, HC - LL) over the last N completed days. Buy when price >= today's open + K1 x Range, sell short when price <= open - K2 x Range, and reverse on the opposite trigger. The QC SPY port reports Sharpe -0.37 and a 65.7% drawdown. We treat that as unverified, and it is not an endorsement. The QC code also departs from the original: it has a single trigger and is always in the market, which turns it into a stop-and-reverse system that never goes flat. Chalek/Wei designed Dual Thrust as an INTRADAY system that is flat at the session close, and that is the version restated here from first principles. It is not a faithful port. Crypto has no session, so the UTC day (00:00-24:00) stands in for the session, and the day's open is the first 1h bar's open. The venue is OKX USDT swaps, which hold 1.6% of the corpus against a >=5% quota. Instrument: ETHUSDT.OKX 1-HOUR, local catalog 2019-12-25 to 2026-10-01, 59,339 bars with 0 gaps (checked 2026-10-02). It is long-short, single instrument and price-only, so it needs no supplementary feed. A point-in-time pre-study ran on local OKX 1h bars with N=4, K=0.5, a 1h-close trigger and day-end exit, and 0.10% round trip deducted. Results: ETH 720 trades (106/yr), gross +0.447% per trade, net +0.347%, per-trade-annualised Sharpe ~1.06. With K=0.7: 386 trades, net +0.544%, Sharpe ~1.28. Every calendar year 2020-2026 was net positive at K=0.7. The edge decays: 2023 ~+0.07%, 2024 ~+0.29%, 2025 ~+0.29%, 2026 YTD ~+0.15% per trade. Longs carry most of it (+0.84% net vs shorts +0.21%). The same pre-study FAILED on SOL (net +0.04% / -0.02%) and LINK (+0.10-0.15%), and DOGE was only marginal (Sharpe ~0.5). ETH was therefore chosen with that cross-symbol fragility disclosed, and it is a selection the analyst should deflate for. Source_ref: https://github.com/QuantConnect/Tutorials/tree/4a341890296f7e79e095508f06170c72ccaa629c/04%20Strategy%20Library/05%20Dual%20Thrust%20Trading%20Algorithm (sections 'Step 2: Implementation of algorithm' for the range formula and 'Step 3: Trading Implementation' for the cap/floor and reversal rules); credit QuantConnect, Michael Chalek and Gang Wei.