A LONG-SHORT, single-instrument MICROSTRUCTURE strategy on SOLUSDT.BINANCE driven by TRADE TICKS, not bars. The signal stratifies aggressive taker flow by TRADE SIZE and trades the DIVERGENCE between the two cohorts: when LARGE aggressors (single trades above a fixed USD notional — institutional/whale flow) are net BUYING while SMALL aggressors (retail) are net SELLING, go LONG; when large aggressors are net SELLING into retail buying, go SHORT. This fills the two most violated quota dimensions: short_1m_15m horizon (4.7% vs a >=10% target) and non-long-only direction (long_only is 84.1% vs a <=55% cap), and it introduces a DATA PRIMITIVE the portfolio barely uses — raw trade ticks with size stratification. The venue is Binance despite its over-weight (74.1%), and this is a deliberate, justified exception: the strategy needs multi-year SUB-HOURLY tick history, which Hyperliquid structurally cannot provide (its candle API serves ~5000 candles per interval, giving 15m only ~7 weeks), so routing this to an under-weight venue would guarantee an insufficient-history abandonment. SOL is chosen over BTC/ETH for fee headroom: its typical 1-3 hour move is roughly 2x a major's, so the ~0.10% round-trip futures cost consumes a far smaller share of the target move. Design is deliberately minimal (4 knobs) and, critically, uses a FIXED USD notional threshold for the large/small split rather than a rolling size percentile — a percentile requires re-sorting a trade-size buffer on every bar, which is precisely the O(n)-per-bar pattern that produced five consecutive Layer-3 300s timeouts.