A DOLLAR-NEUTRAL, TWO-INSTRUMENT relative-value TREND strategy that trades the ETH/BTC price RATIO as its own instrument on daily bars, using BINANCE USD-M perpetuals so both legs can be shorted. This is deliberately NOT another single-name absolute-momentum clone (the one surviving family, now saturated across BTC/ADA/SOL/AVAX/NEAR/etc.) and NOT a cointegration/mean-reversion pair (LtcBchCointegratedSpread died): it is the crypto complex's single most persistent RELATIVE trend — capital rotating between the two largest assets ('alt-season' vs 'BTC-dominance' regimes). The ratio R = P(ETH)/P(BTC) trends for weeks at a time; we ride the trend in the SPREAD, not the direction of crypto. Because the book is beta-neutral to the whole complex, it should make money in exactly the vol-stressed / crash windows where directional trend books lose (a genuine regime-diversifier for the portfolio, whose entire long-short survivor set is single-name directional). Only 2 parameters (lookback, deadband) to resist the overfit that killed 380 prior hypotheses. Primary = ETHUSDT.BINANCE, hedge = BTCUSDT.BINANCE, dollar-matched legs (equal USD notional each side => ~zero net crypto beta by construction; residual beta from ETH's ~1.1 beta to BTC is small and further trimmed by the neutral sizing).