LINK US-Session Opening-Range Breakout — Long-Short, Single-Instrument Intraday: Fade-Proof Break of the First 90-Minute Range After the US Cash Open, Measured-Move Target, Hard OR Stop, Flat by End of Day (BINANCE LINKUSDT USD-M, 30m Bars, Session-Anchored, 3-Parameter)

A LONG-SHORT, single-instrument INTRADAY strategy on LINKUSDT.BINANCE USD-M perp built on a mechanism absent from the portfolio's dead set: the SESSION-ANCHORED OPENING-RANGE BREAKOUT (ORB), tied to a specific real liquidity event — the US cash open (13:30 UTC ≈ 08:30 ET), when US macro releases and equity-open flow reach crypto and often set the decisive directional move of the day. It is NOT any saturated/failed family: not 4H+1D momentum-confluence (0/213), not a Donchian/TSMOM trend-ride (the trend-clone deaths hold for days and blow up drawdown), not the AVAX throwback / SOL sweep reversals already pending, not funding/OI-gated (L70/L71), not options (unreliable/artifact in the sandbox), not Polymarket/liquidation (uncollectable/short feeds, L76), not a multi-instrument basket (0/127). It uses ONLY OHLCV on multi-year Binance history. It answers the two structural killers by construction: (1) L19 DRAWDOWN BREACH — every trade has a HARD stop at the opposite side of the opening range AND is force-flat by end of day, so there is NO overnight/multi-day exposure and per-trade loss is tightly bounded, making a >50% drawdown structurally impossible; (2) FEE GRAVEYARD — it only fires on a clean break of a session range with a measured-move target, so per-trade capture (a trend-day expansion of ~1-2.5% on a high-beta alt) is many times the 0.10% round trip, unlike sub-fee scalps. One decision per day keeps cadence moderate but the multi-year history yields a large, measurable sample (no significance trap). Long-short (fills the starved 14.3% bucket), 3 tunable parameters.

Implements the hypothesis exactly: session-anchored (13:30 UTC = US cash open) 90-minute opening range on 30m bars, fade-proof close-based break, measured-move target, hard stop at the opposite OR side, force-flat by end of day, long-short, single instrument, pure OHLCV, 3 tunables. The two structural killers are answered by construction -- both protective legs are venue-managed bracket orders (per-trade stop_loss_pct/take_profit_pct are computed from the day's OR width and written into the bracket parameters immediately before submission, so they fire intra-bar rather than waiting for a 30m close), risk per trade is capped at risk_pct of CURRENT equity, and nothing is held overnight, which makes a deep drawdown structurally hard; and the min_or_range_pct gate plus the measured-move target keep expected capture well above the ~0.10% round trip. calculate_signal returns a continuous decision variable EVERY bar -- normalised location inside the most recent completed opening range, (close - OR_mid)/(0.5 x OR_width), +-1 at the edges -- and should_enter thresholds it in the same units (1 + 2 x breakout_buffer); a warmup fallback seeds the reference range from the last 90 minutes of bars until the first real session range completes, so the signal is never frozen, while entries still require a genuine completed session OR. All clock logic is a pure function of bar.ts_event (UTC minute-of-day, day index, weekday), never a process-relative counter, so restarts/replays/backtests agree. Venue: BINANCE USD-M futures because the strategy goes short and uses leverage 2.0, which is genuinely consumed -- position_size reads self.config.leverage in the notional cap (equity x 0.5 x 2.0 = 1.0x equity notional, above what a 1x account could hold). Honest caveat for the analyst: an offline dry-run of this exact entry/exit logic on the full LINKUSDT 30m history (2020-2026, ~1200 trades, ~13 trades per 30-day window so there is no zero-trade risk) shows the mechanism is only marginally profitable net of fees (~+0.05%/trade at these defaults, ~66% win rate), and the full-range measured move (target_r = 1.0) is empirically WORSE than a half-range target -- so I set target_r's default to 0.5 while keeping 1.0 inside the declared search bounds; the per-trade edge may well sit under the 0.15% futures floor.

LINKUSDT.BINANCE USD-M perp, 30-minute bars, long-short intraday opening-range breakout anchored to the US cash open. Every weekday the bars stamped 13:30/14:00/14:30 UTC (the 90 minutes after 08:30 ET) define the day's opening range (OR). From 15:00 UTC, over the next entry_window_bars bars, the first 30m CLOSE that is decisively beyond an OR edge (by breakout_buffer x OR width -- a wick or a marginal poke does not qualify) is traded in the direction of the break, at most once per day. The trade is submitted as a venue-managed bracket: market entry + STOP_MARKET hard stop at the OPPOSITE side of the opening range + LIMIT measured-move target target_r x OR width from entry, both derived from that day's range and both firing INTRA-BAR. should_exit() only handles the session/time exit (force flat at 23:00 UTC and on UTC day rollover), so no position is ever carried overnight. Sessions whose OR is thinner than min_or_range_pct of price are skipped as noise that cannot clear fees. Size is risk-anchored (equity x risk_pct / stop distance) and capped at equity x max_notional_frac x leverage, so a stopped trade costs ~0.75% of current equity whatever the range width and losses cannot compound into size. Three tunables (breakout_buffer, entry_window_bars, target_r) with clamps mirrored in _param_bounds; the 13:30 UTC anchor and 90-minute range are fixed module constants and deliberately not searchable.