A dollar-neutral, multi-pair RATIO-MOMENTUM strategy that TREND-FOLLOWS the alt-vs-BTC relative-strength spread across a small set of established-major ratios (ETH/BTC, SOL/BTC, BNB/BTC, XRP/BTC) on Binance USD-M. For each alt, it computes the ratio R = alt/BTC and goes LONG the alt + SHORT BTC (equal notional) when R is in an UPTREND, and SHORT the alt + LONG BTC when R is in a DOWNTREND — riding relative-strength regimes ('alt season' = alts trend up vs BTC; risk-off = alts trend down vs BTC). This is the deliberate CORRECT-SIGN INVERSION of the refuted cross-asset ratio mean-reversion: the analyst empirically proved that crypto ratios are DRIFT-DOMINANT and NON-STATIONARY — they TREND with relative-performance regimes (SOL structurally outperformed AVAX), which is exactly why fading the ratio (MR) lost. Trend-FOLLOWING the ratio is therefore the validated sign, applying the factory's one proven edge (daily trend persistence, the +392% / Sharpe 2.59 basket) to the relative-value spread instead of to outright price. It stays strictly inside the validated envelope: DAILY cadence (intraday/4H single-bar directional on majors is now refuted in both signs at ~-98%), established majors only (data-safe — broad-alt and HL baskets die on data_unavailable), pure OHLCV (no funding/basis/options/COIN-M/liquidations dependency), and SYMMETRIC (short-only failed standalone; this takes both relative directions within a net-edge book). It fills the under-represented pairs scope (14.9% vs single 72.4%), is market-neutral (each pair dollar-neutral — improving the 87%-long skew), and is distinct from the cross-sectional majors basket (explicit per-pair ratio-trend vs cross-sectional ranking). Few parameters resist overfitting.