A LONG-ONLY, weekly-rebalanced cross-sectional ROTATION across the same 8-major USD-M universe as the deployed Sharpe-2.6 momentum winner (BTC, ETH, SOL, BNB, AVAX, LINK, ADA, XRP) — but the ranking key is a genuine NON-PRICE signal instead of price relative-strength: the TOP-TRADER long/short ACCOUNT ratio (count_toptrader_long_short_ratio) from the Binance VISION 'metrics' files (MULTI-YEAR to ~2020, NOT the 30-day API). This deliberately copies the ONE structural template that survives in this factory — long-only, majors, weekly hold top-K, low parameter count — and swaps only the selection signal, which is exactly what L30 permits ('require a genuine non-price data dependency'). Rationale from the session's brutal evidence: every SINGLE-NAME directional signal-timing strategy died (taker -100%, positioning-fade risk-reject, breakout verification_loop, exhaustion -43%), every DOLLAR-NEUTRAL momentum spread blew up (>90% DD), cross-venue two-leg carry died in verification_loop, and options/liquidations/pure-OHLCV are structurally dead — while the LONG-ONLY MAJORS BASKET (momentum Sharpe 2.6, negative-funding carry Sharpe 1.97) is the reproducible survivor. So this stays firmly in the survivor mold and contributes a signal orthogonal to the two deployed baskets: informed-trader RELATIVE conviction across names, not price trend (momentum) and not funding (carry). It is distinct from the pending SmartMoneySpotRegimeAccumulation, which uses the top-trader ratio as a PER-NAME time-series risk-on/off gate on SPOT; THIS uses it CROSS-SECTIONALLY on PERPS to rank the 8 names against each other and hold only the 3 with the highest smart-money conviction. An absolute cash gate provides the drawdown protection the always-invested momentum book lacks. 2 parameters.