A LONG-SHORT intraday mean-reversion that takes the ONE price mechanism with a live survivor in this factory — the deployed SOL 15m VWAP-reversion (paper_stage) — and fixes its two observed failure modes by DIVERSIFYING it across three independent names. The single-name reversion/squeeze siblings died two ways: (1) 'too thin / edge indistinguishable from noise' (the SOL squeeze at Sharpe 0.175), and (2) single-name gap LIQUIDATION (the XRP reversion, -100% in one pump/dump day). Running the SAME moderate-deviation VWAP fade INDEPENDENTLY on three uncorrelated-enough liquid majors (BNBUSDT, LTCUSDT, BCHUSDT) attacks both: averaging three noisy reversion streams sharpens the aggregate signal-to-noise (portfolio Sharpe scales with the number of independent bets), and per-name notional caps + 1x leverage mean NO single name's gap can dent the account. It is deliberately outside every family the meta-learner just killed: NOT momentum rotation (L32 exhausted), NOT funding carry (L33), NOT quarterly/COIN-M basis (L34), NOT options (fragile/blocked). The three names are chosen for reliable 15m volatility that clears the 0.10% USD-M round-trip while having NO catastrophic -100% intraday history (unlike XRP/small alts), and none overlaps the deployed SOL or pending ETH reversions. It fills the under-represented SHORT horizon (8.8%) and LONG-SHORT direction (14.3%). Only 3 parameters, matching the survivor's simplicity against the overfit graveyard.