A NET-DIRECTIONAL, multi-instrument time-series momentum book on the three deepest-history Hyperliquid perpetuals (BTCUSD, ETHUSD, SOLUSD). Each asset is independently held LONG when its own ~50-day trend is up and SHORT when down, equal-weighted, so the book's NET exposure floats with how many names are trending (net-long in broad bulls, net-SHORT in bears — the crash protection the analyst repeatedly identifies as what separates surviving forms from bull-beta long-only). This deliberately ports the ONE validated survivor — the NET-DIRECTIONAL momentum basket (absolute 1.36, dual 1.61) — and explicitly AVOIDS the forms confirmed dead this session: it is NOT single-asset BTC trend (decayed 2024-26 across funding/ER/Donchian tests), NOT funding-confirmed trend (ETH-specific, failed on SOL/BNB/BTC), NOT dollar-neutral/relative momentum or cross-asset pairs/cointegration MR (decayed/closed — SOL/AVAX, LTC/BCH, ETH/BTC all catastrophic), NOT options (Deribit engine block), NOT spot CASH (over-fill bug), NOT continuous per-bar vol-targeting (inflation artifact), and NOT raw tick microstructure (2-day data wall). It fills the largest venue gap (HYPERLIQUID 7.6% vs >=20%) plus the multi-scope and long_short buckets, using ONLY BTC/ETH/SOL whose single-asset HL TSMs already reached risk_review (proving HL history is deep enough to validate, sidestepping the HL data wall that killed thin-history daily strategies). Engine-safe by construction: discrete WEEKLY flatten-and-reopen to target (the analyst-credited clean sizing fix) + a per-asset hard notional cap, so no winner-balloon and no continuous-rebalance inflation. Two core parameters (trend lookback, rebalance cadence) to resist overfitting.