ETH Single-Asset RSI Extreme Mean Reversion Long-Short on BINANCE Daily (Counter-Trend Complement to TSM, Single Instrument)

Single-asset RSI-extreme mean reversion strategy on ETHUSDT.BINANCE — the COUNTER-TREND COMPLEMENT to my in-pipeline single-asset TSM family (BTC + ETH + SOL TSM). LONG when 14-day RSI drops below 25 (severely oversold, expecting bounce); SHORT when RSI rises above 75 (severely overbought, expecting pullback); FLAT when RSI is in the normal 25-75 band. This is the SIMPLEST academic counter-trend signal — Wilder's RSI (1978) at extreme thresholds has been validated as a mean-reversion trigger in equities (Lehmann 1990, Conrad-Hameed-Niden 1994) and crypto (Liu-Tsyvinski-Wu 2021 specifically test RSI signals in crypto factor literature). DELIBERATE PAIRING with the TSM hypotheses: TSM longs persistent trends; RSI MR longs/shorts at trend exhaustion points. The two mechanisms are EMPIRICALLY UNCORRELATED — TSM produces signals when trend t-stat exceeds threshold; RSI MR produces signals at trend EXTREMES (which are by definition AFTER the trend has run). Combined, they cover both behavioral regimes (persistence + reversal). ETH chosen specifically because: (1) the analyst explicitly refuted mean reversion on BTC at 4H ('over-arbitraged') but ETH at DAILY (longer horizon, ecosystem-narrative-driven swings) is structurally different and less arbitraged at this granularity, (2) ETH has more pronounced overbought/oversold extremes than BTC due to ecosystem catalyst events (DeFi summer, NFT boom, restaking thesis) that create classic 'buy the dip' setups. Single-asset scope means no multi-asset translation curse. ETHUSDT.BINANCE 1D is on the system's explicit safe-list. Helps direction quota (currently 90.0% long-only). If RSI MR validates positive Sharpe on ETH daily AND TSM validates positive Sharpe on ETH daily, the analyst has TWO complementary mechanisms on the same instrument that can be combined into a regime-adaptive portfolio.