A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE strategy on AVAXUSDT.BINANCE USD-M perpetual whose entry trigger uses TWO orthogonal, non-price feeds in confluence — the change in OPEN INTEREST and the direction of aggressive TAKER flow (taker buy/sell volume ratio) — neither of which is the price series, so the signal is not a re-derivation of trend (satisfies L42). Core mechanism: to distinguish genuine ACCUMULATION/DISTRIBUTION from noise, both conditions must agree. Aggressive taker BUYING (aggressors lifting offers) WHILE open interest is EXPANDING means new long positions are being opened by the aggressor — real committed capital entering long, which tends to continue → go LONG. Aggressive taker SELLING while OI expands means new shorts are being opened → go SHORT. Critically, if taker flow is one-sided but OI is FLAT or FALLING, the aggressor is merely CLOSING existing positions (short-covering or long-liquidation) with no new commitment — this is filtered out (no trade), which is the edge that separates this from naive taker-flow chasing. This is materially different from (a) the price-channel OI-breakout (that requires a Donchian price break + rising OI; this has NO price-breakout trigger — entry fires on the flow/positioning event itself), (b) the taker-EXHAUSTION reversal (that FADES extreme taker imbalance; this RIDES OI-backed taker agreement — opposite direction), and (c) any single-feed OI or taker idea. Single-venue, single-instrument — no cross-venue leg problem (L44), no options feed (L43). AVAXUSDT chosen for high liquidity + high volatility (continuation moves clear the 0.10% USD-M round trip with margin) and to diversify instrument away from BTC/ETH/SOL/DOGE already in flight. 3 parameters. ENTRY (1h bars + same-venue OI and taker-ratio feeds): compute taker_buy_ratio z-scored over `lookback`, and oi_change = OI_now/OI[`lookback`]-1; ENTER LONG when taker_buy_ratio_z >= `flow_thresh` AND oi_change >= `oi_grow_thresh`; ENTER SHORT when taker_buy_ratio_z <= -`flow_thresh` AND oi_change >= `oi_grow_thresh` (OI expanding on EITHER side confirms new positions); skip if oi_change < oi_grow_thresh (position-closing, not accumulation) or if either feed is stale. Risk 2% equity/trade, stop 1.5×ATR(14), max exposure 25%, leverage 2x. EXIT on first of: ATR trailing stop (1.5×ATR behind best close); OI rollover (OI contracts back below pre-entry level within 6 bars = commitment withdrawn); opposite-side committed-flow signal; 18-bar (~18h) time stop. Instruments: ["AVAXUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv", "open_interest", "taker_ratio"].