BTC Daily Liquidation-Cascade Reversal Long/Short (Crypto-Native Forced-Flow Mean-Reversion)

A long/short, single-instrument, single-venue, single-timeframe strategy on BTCUSDT.BINANCE DAILY bars that uses the factory's reliably-populated LIQUIDATIONS supplementary data to detect cascade-driven washouts and trade the subsequent mean-reversion. EXPLICITLY DESIGNED AROUND THE ANALYST'S MOST RECENT META-OBSERVATION 'venue_pivot_voids_hypothesis_roi' — uses ONLY data paths that are KNOWN-RELIABLE in the factory: BTCUSDT.BINANCE daily bars (the single most-stable bar source) + the LIQUIDATIONS supplementary feed (which the factory's Binance Vision Collector explicitly fetches per the data infrastructure docs and which is independently stored in PostgreSQL). NO pivot risk because the strategy is designed for Binance USD-M from the start — this is not a quota-gap pivot trap. Mechanism: when 24h cumulative LONG liquidations spike to extreme percentile (top 5% of trailing 90 days), forced long-side selling has driven price below fundamental — expect bounce → go LONG. When 24h cumulative SHORT liquidations spike to extreme percentile, forced short-covering has driven price above fundamental → go SHORT. This is the classic 'liquidation cascade exhaustion' pattern documented extensively in crypto microstructure literature (Capponi-Jia 2021, Eichengreen-Naef 2022 on crypto deleveraging events) and NEVER YET ATTEMPTED in the 675-experiment portfolio per my review. AVOIDS EVERY KNOWN FAILURE PATTERN: (a) NOT ADA 4H — uses BTC daily; (b) NOT microstructure tick-data — uses aggregated 24h liquidation volume; (c) NOT a funding-rate strategy that gets pivoted to single-venue Binance — IS single-venue Binance from the start with the right data; (d) NOT a regime-fragile breakout — the mechanism is event-driven, not trend-driven, and is INVERSELY correlated with regime (large liquidation events are concentrated in volatile/declining regimes when other strategies struggle). HITS QUOTA GAPS: long_short direction (11.9% → ≥45% target; gap of 33% — second-largest active gap after options); simple BTC daily bars (smaller Optuna search space ~2300 bars vs 13,774 for 4H — addresses analyst's META observation about 7-for-7 ADA 4H WF collapses). FOUR PARAMETERS ONLY: liquidation_percentile_threshold, hold_days, profit_target_pct, stop_loss_pct — radically simpler than failed strategies.