A market-neutral cross-sectional momentum book on OKX USDT perpetual swaps, using daily bars and price data only. The universe is fixed in advance to the 11 OKX swaps whose daily catalog history starts in 2020: ADA, LINK, ATOM, DOT, UNI, AVAX, AAVE, BCH, ETC, XLM, TRX. Membership is fixed and every name is still listed today. That introduces survivorship bias, which is listed as a risk; no universe-membership feed is needed (L190). Every rebalance_days daily closes, rank eligible names by their log return over lookback_days, skipping the most recent skip_days (default 3) to strip out the 1-3 day reversal. Go long the top k names and short the bottom k, equal weight. Gross is 1.0x equity, split 0.5x long and 0.5x short, so dollar exposure is neutral. Positions are held to the next rebalance. The signal follows the crypto cross-sectional momentum factor in Liu, Tsyvinski & Wu (2022, Journal of Finance). Execution: under the use_equivalent rule for next_bar_open_fill, orders are market orders at the signal bar's close; on a 24/7 venue that price is the next bar's open. Each leg carries an intrabar protective stop: a reduce-only stop-market at 3.0x ATR(14) from entry, simulated by the platform, used as a tail-risk circuit breaker. No supplementary feeds are used.