A MARKET-NEUTRAL statistical-arbitrage pairs trade on two tightly co-moving high-beta L1 perpetuals, SOLUSDT.BINANCE (primary) and AVAXUSDT.BINANCE (hedge), using nothing but 4h OHLCV on both legs. It fills three of the thinnest portfolio dimensions at once — pairs scope (13.5%), long_short direction (14.2%), and market-neutral construction — with a mechanism that appears NOWHERE in the failure list: it is not a single-name fade (which dies with inverted reward/risk), not a cross-sectional rank basket (L12 fee arithmetic), not a funding/basis carry (L1 sub-fee spread), and not a supplementary-feed signal (the taker-flow/OI/premium/positioning strategies that keep dying in verification). The edge is the well-documented tendency of two same-sector L1s to revert to a stable relative-value relationship after transient dislocations. Crucially it only arms at WIDE (>=2-sigma) spread deviations, whose reversions are multi-percent relative moves that clear the ~0.20% four-fill round-trip cost with room to spare, and it holds a strict single spread position (one long leg + one short leg) with an explicit divergence stop — sidestepping the pyramiding/liquidation bug that sank the DOGE taker-flow sibling. Deliberately LOW-PARAMETER (z-lookback, z-entry, z-exit) to avoid the overfit graveyard.