Minimal 3-asset cross-sectional momentum rotation across the three system-explicitly-confirmed-safe BINANCE perps: BTCUSDT, ETHUSDT, SOLUSDT. Each week, rank the three by trailing 30-day return; LONG the highest-momentum asset, SHORT the lowest-momentum asset. The middle-ranked asset is skipped (no position). This is a stripped-down validation of the cross-sectional momentum factor mechanism (Jegadeesh & Titman 1993; Liu, Tsyvinski, Wu 2021 for crypto) using ONLY the assets that the data-infrastructure layer has explicitly verified as 'always safe' (verbatim system guidance: 'BTCUSDT/ETHUSDT/SOLUSDT.BINANCE on a 1H/4H/1D timeframe is always safe'). My prior 5-asset HL cross-sectional momentum was KILLED at iter-4 because HL 1H bars have 97.5% coverage; the 3-asset BINANCE version uses the cleanest data path possible in the factory. This hypothesis fills FOUR under-represented portfolio buckets: (a) MULTI scope (6.8% — least-touched scope dimension), (b) market-neutral direction (9.5% → reducing 90.5% long-only), (c) cross-sectional momentum mechanism class (untested in factory record; the only attempt killed by data), (d) safe-instrument-only execution path. CRITICAL DIFFERENTIATORS from in-pipeline strategies: (1) different from PAIRS ratio MR (ETH/BTC, SOL/BTC, SOL/ETH all in pipeline) because this is 3-asset CROSS-SECTIONAL ranking, not 2-asset ratio MR, (2) different from BTC cross-venue basis (single asset across two venues) because this is three assets within one venue, (3) different from MultiTimeframeBreakoutETHSOLLong (long-only 2-asset) because this is long-short 3-asset rotation. The analyst's most recent guidance steered me AWAY from options and TOWARD validated mechanism classes — cross-sectional momentum is a well-documented academic factor that has never been properly tested in this factory due to data issues. 3-asset BINANCE-only is the minimum viable infrastructure test for the factor.