Mid-Cap Binance USD-M Perp BASKET Time-Series Momentum, Long-Short, Daily Bars — ONE Shared Parameter Set Across 8 Never-Traded Alt Perps (breadth instead of single-name best-of-N; sign of the 56-day return, inverse-vol sizing, ATR-chandelier stop, 3-parameter)

Hypothesis

A LONG-SHORT, MULTI-INSTRUMENT, daily-bar time-series-momentum (TSMOM) BASKET on eight Binance USD-M perpetuals this factory has never traded: RUNE, NEAR, FIL, AAVE, AVAX, GALA, DYDX, INJ (all verified present in the catalog as *.BINANCE-1-DAY-LAST-EXTERNAL with 4-6 years of history). It keeps the ONE mechanism that has survived here (directional daily momentum, long-short, Binance USD-M, ATR-trailing exit) and changes the thing that keeps killing this factory: SINGLE-NAME SELECTION. The 393 'overfit' deaths read near-verbatim — DSR 0.0, PBO > 0.5, 3-9 trade holdouts, 'best-of-N artifact' — which is a sample-size/selection disease, not a mechanism disease. Every leg runs the IDENTICAL rule with IDENTICAL parameter values, so one (lookback, stop, risk) triple must work simultaneously on eight independent series; trades multiply ~8x (~320 closed trades, ~60-70 in holdout). Not a ranking, pairing, dollar-neutral or hedged construction (L95/L96) — each leg is traded outright and directionally.