A LONG-SHORT, MULTI-INSTRUMENT LONG-HORIZON TREND-FOLLOWING basket across ~10 confirmed-full-history Binance USD-M major perpetuals, holding each asset LONG when it is in a long-horizon (~200-day / 40-week) uptrend and SHORT when in a long-horizon downtrend, equal-risk weighted. It captures the ONE validated crypto edge -- MOMENTUM/CONTINUATION (cross-sectional momentum is positive and in optimization; every fade/reversion was catastrophically anti-predictive) -- at the LONG-HORIZON timescale that the portfolio's medium-horizon momentum strategies (60-day cross-sectional / absolute / dual / nearness-to-high baskets) do not cover. Long-horizon trend (Faber 2007 / managed-futures) is empirically a DISTINCT factor from medium-horizon momentum: it has a different return-autocorrelation structure, much LOWER turnover (fewer, longer-held positions), and stronger structural bear-market avoidance -- not a re-parameterization of the shipped baskets. It also fills the single most under-represented portfolio horizon bucket (macro_1w_plus, ~0.3%). EVERY design choice respects this session's binding lessons: (1) MOMENTUM direction -- the only edge that works. (2) FUTURES venue -- SPOT strategies repeatedly hit a recurring sizing/accounting bug; USD-M futures size cleanly and allow the short leg. (3) PURE OHLCV, NO supplementary/funding -- funding_rates ends ~2024-12 (empty holdout) and all supplementary-stream attempts died on data coverage; this uses only price. (4) MAJORS-ONLY CONFIRMED-DATA universe -- single-asset/pattern transfers (ADA 3-bar 0-for-8) and thin-alt/HL baskets all died on data/transfer failure; this uses only 2020-listed full-history majors with a drop-and-continue guard. (5) DIVERSIFIED BASKET -- the robust form; across ~10 names a slow trend still produces a distributed multi-year trade stream (basket density compensates for the long horizon, avoiding the event-sparsity / trade-starvation killers). (6) NET-DIRECTIONAL crash protection -- net-long in broad uptrends, net-short in broad downtrends. (7) LET-TRENDS-RUN exit (flip on long-horizon trend reversal), not small-TP/big-SL. Intentionally minimal: 3 tunables (trend_lookback, rebalance_days, vol_lookback).