A LONG-SHORT, single-instrument intraday microstructure strategy on ETHUSDT.BINANCE (USD-M perpetual) that trades directional CONTINUATION following bursts of one-sided aggressive taker order flow, confirmed by a volatility-expansion breakout. This deliberately attacks three under-represented buckets simultaneously: (1) DIRECTION — long_only is 84.7% vs a ≤55% target (the single largest quota gap); this book is fully symmetric long/short. (2) HORIZON — short_1m_15m is only 4.9% vs a ≥10% target; this trades on 5-minute aggregation. (3) DATA PRIMITIVE — trade-tick aggressor flow is barely explored in the portfolio, and it is squarely in the factory's explicitly-LEAN-INTO 'microstructure / taker flow' crypto-native category. It avoids every recent graveyard: NOT an options structure (L2), NOT a funding-rate signal (L13), NOT a liquidation-feed strategy (L3), NOT Hyperliquid (L11), NOT a cross-venue carry (L1), NOT an N-asset rank basket (L12), and NOT a daily trend-follower. Critically, being short-horizon it accumulates thousands of trades over ~1 year of tick data, so it does NOT hit the 'insufficient history' wall that abandoned the options/liquidation strategies. Fee-robustness is engineered in: entries are gated to selective (~3-5/day) volatility-confirmed breakouts targeting 0.5%+ continuation legs, so per-trade edge sits well above the ~0.10% round-trip futures cost. 4 parameters only.