Event-plus-clock, long-only, multi-instrument trade on 10 Binance SPOT pairs (ETH, SOL, XRP, DOGE, ADA, LINK, AVAX, LTC, DOT, BNB vs USDT; BINANCE_SPOT 4-HOUR bars, pure OHLCV, history 2020-08 onward, all 10 pairs present in the catalog). Each coin is handled independently. On every closed 4H bar: r = log return; z = sum(r over last 6 bars) / (std(r over last 180 bars) * sqrt(6)). That is the 24h move scaled to the coin's own 30-day volatility. A shock fires when z >= shock_z (+2.5 baseline). After a shock we do NOT buy. We wait entry_delay_bars = 6 bars (24h), then buy at the close of that bar. We exit on a fixed clock hold_bars = 12 bars (48h) later. Per coin, a new shock is ignored within 72h of the last one. Only upside shocks are traded; downside shocks are not traded, because the pre-study found no edge on them. Point-in-time pre-study on Binance USD-M 4H closes, 2020-06 to 2026-09, 10 coins, using this exact rule. 660 upside events. Mean log return from +24h to +72h was +1.25% per event, with t = 2.51 after clustering same-day events. At 10% notional per event, net of 0.10% cost, calendar Sharpe was about 1.07. With 0 to 24h included the window was weaker, and the first 24h after a shock is the absorption and profit-taking leg. 3-sigma shocks: +1.67% per event on 375 events, calendar Sharpe 0.98. Upside, +24h to +72h, 3-sigma by year: 2020 +1.23%, 2021 +6.06%, 2022 +0.65%, 2023 +0.39%, 2024 +1.82%, 2025 +0.01%, 2026 +0.76% (no negative year). The 2.5-sigma 2025+ subset was flat (-0.10%, about 180 events). That is the main known weakness and the reason for the modest OOS prediction. Downside shocks, the beta-hedged residual version against BTC, and spot-vs-perp volume-share and basis variants were all tested and found null (cluster t < 1), so they are excluded. Routed to BINANCE_SPOT, not USD-M: the trade is long-only and unleveraged (venue routing rule), spot is under its 15% quota, and a 1.25% gross move clears the 0.20% spot round trip about 6x. Expected lifetime trades on spot history: about 550-650.