Anchored-VWAP Deviation Mean-Reversion, Long-Only Spot (Single-Instrument BTCUSDT.BINANCE_SPOT)

Hypothesis

Anchor a VWAP at each significant swing-low / high-volume session start and track price deviation from it in ATR or standard-deviation units. BUY when price stretches to an extreme NEGATIVE deviation band below the anchored VWAP = a capitulation flush trading well below the volume-weighted cost basis of recent participants (a structural reversion level, NOT a naked oscillator). Scale the exit back toward the anchored VWAP (mean-reversion take-profit), with an ATR stop below entry to cap the tail. Long-only on BINANCE_SPOT because there is no leverage and no short leg (correct venue per routing rule). Distilled from the TradingView VWAP-bands archetype, which is absent from all existing factory hypotheses. Must clear the spot fee floor: avg per-trade return > 0.25% of notional. 3 parameters: deviation-band entry threshold, ATR stop multiple, VWAP re-anchor rule.