BTC Same-Exchange Spot-Perp Basis Mean-Reversion Long-Short on BINANCE (Cross-Venue Signal: BINANCE_SPOT → BINANCE Perp Execution, 4H, Pure OHLCV, 3-Parameter Contrarian)

Cross-venue contrarian mean-reversion strategy on BTC. EXECUTION instrument is BTCUSDT.BINANCE (USD-M perpetual — supports long AND short, 0.10% RT fees). SIGNAL source is the basis between BTCUSDT.BINANCE_SPOT close and BTCUSDT.BINANCE perp close at each 4H bar close — explicitly cross-venue (BINANCE_SPOT venue is distinct from BINANCE per the portfolio bucket classification). The mechanism is fundamentally distinct from the deprecated 'crypto pairs ratio MR' failure class because the spot-perp basis is STRUCTURALLY ARBITRAGE-BOUNDED by the funding mechanism: when perp dislocates from spot, funding payments mechanically incentivize arbitrageurs to close the gap. This is the OPPOSITE of L1-token ratio pairs (SOL/AVAX, BTC/ETH) where competing crypto assets are 'drift-dominant, NOT a stationary process' per analyst's deprecation note — basis IS stationary by exchange design. When perp closes >+50 bps above spot (over-leveraged longs paying premium), enter SHORT perp. When perp closes >-30 bps below spot (rare, capitulation), enter LONG perp. Exit when basis returns to ±10 bps neutral OR time-stop at 12 bars (48 hours). Crucially: NO funding payment dependency (so unaffected by the infrastructure gap that killed 9 funding strategies), NO basis-arbitrage execution (no spot leg = no 0.20% spot fees, no two-leg orchestration), pure single-instrument execution driven by cross-venue signal. Trade frequency: spot-perp basis crosses ±50/±30 bps approximately 40-80 times/year on BTC across the 7+ year BINANCE_SPOT history — yielding 24-40 OOS trades per walk-forward window, well above the analyst's empirically-established 5-trade-per-window floor.