A DOLLAR-NEUTRAL, MULTI-INSTRUMENT cross-sectional momentum strategy on a fixed basket of ~10 liquid BINANCE USD-M perpetuals (BTC, ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK, LTC). Each rebalance, rank every symbol by its trailing N-day return, go LONG the top-K performers and SHORT the bottom-K performers with equal dollar weight per leg so the book is beta-neutral. The edge is the well-documented cross-sectional momentum / dispersion premium in crypto: relative winners keep outperforming relative losers over multi-day horizons. CRITICAL DESIGN NOTES distinguishing this from the closed families: (1) this is NOT a same-asset basis or funding-carry trade — each leg is a different asset with genuine directional price PnL the engine credits, so PnL does not cancel to zero; (2) it does NOT depend on funding being credited as a cash flow; (3) it is bar-driven (daily OHLCV), not tick-driven; (4) entries fire on EVERY rebalance for the full basket, so walk-forward OOS windows are densely populated — the opposite of the event-sparse drawdown-accumulation failures. Kept intentionally simple: 3 tunables (lookback N, basket fraction K, rebalance period) to resist overfitting.