A long/short, single-instrument, single-venue, daily-cadence strategy on BTCUSDT.BINANCE that uses the factory's reliably-populated OPEN INTEREST supplementary data to detect crowded-leverage positioning and trade the subsequent mean-reversion. EXPLICITLY DESIGNED TO COMPLY WITH THE ANALYST'S 'venue_pivot_voids_hypothesis_roi' META-CONSTRAINT: uses ONLY KNOWN-RELIABLE data paths — BTCUSDT.BINANCE 1D bars (most stable bar source in the factory) + the OPEN_INTEREST supplementary feed (per factory.yaml supplementary_data list, populated by OpenInterestCollector and stored in PostgreSQL). NO venue-pivot risk because the target venue IS Binance USD-M from inception. Mechanism: when 7-day OI z-score (vs trailing 30-day mean/std) exceeds +2 sigma AFTER a directional price move, leveraged latecomers have piled into the move and the position is structurally fragile — the next ~3-day price move tends to mean-revert the recent direction. Specifically: large OI build during a rally = crowded longs (SHORT signal); large OI build during a selloff = crowded shorts (LONG signal — squeeze pending). Complementary to my prior BtcLiquidationCascadeReversal which fires on REALIZED forced flow; THIS strategy fires on PRE-flow positioning that often PRECEDES the liquidation. Together they form a 'leverage-cycle' book: OI-spike-divergence catches crowded positioning building; liquidation-cascade catches the unwind. Different mechanism class entirely, different primary supp data, different signal timing — no overlap. ABSENT FROM ALL 677 EXPERIMENTS: per my review, no strategy in the portfolio uses open_interest as primary signal. UNTOUCHED MECHANISM CLASS. ADDRESSES QUOTA GAPS: long_short direction (11.8% → ≥45% target; gap of ~33%, second-largest active gap); simple BTC daily bars (small Optuna search space, addresses 7-for-7 ADA 4H WF collapse meta-issue). FIVE PARAMETERS ONLY: oi_z_threshold, prev_return_threshold, profit_target_pct, stop_atr_mult, max_hold_days — radically simpler than failed strategies.