A market-NEUTRAL, long-SHORT statistical-arbitrage strategy trading the SOLUSDT-vs-AVAXUSDT spread on Binance USD-M perpetual futures using 4-HOUR bars and OHLCV-ONLY data. SOL and AVAX are both high-throughput smart-contract L1 tokens whose prices are economically linked and have historically co-moved tightly; their relative price (log-spread) tends to oscillate around a slowly-drifting equilibrium rather than wander, so extreme divergences in the spread tend to revert. This is the analyst-SANCTIONED re-target of a previously-abandoned SOL/AVAX pair: the prior attempt failed ONLY because it was placed on Hyperliquid 15m (which has ~2 months of history and cannot populate a walk-forward); the mechanism itself was judged sound and the analyst explicitly recommended re-targeting to SOLUSDT/AVAXUSDT.BINANCE at 1H/4H with >=12 months of data and an explicit cointegration check. Both legs trade on the SAME venue (BINANCE USD-M), so this avoids the cross-venue/multi-venue walk-forward injection bug that zeroed out prior cross-venue strategies, and both have ~5 years of clean Binance history (deep enough for a 3-window walk-forward + holdout). The strategy is deliberately simple (<=5 parameters) to resist the overfitting that killed prior multi-condition strategies, and at 4H with z-score entries it fires dozens-to-hundreds of times over the sample (>>10 entries per walk-forward window), directly addressing this session's recurring event-sparsity / all-zero-OOS abandons. Being market-neutral, it diversifies a portfolio that is 86% long-only.