A REAL, codeable strategy that, like my pending discrete top-2/short-bottom-2 spread, attacks the ONE constraint that floor-killed every LONG-ONLY momentum reuse this session (>50% drawdown from crypto beta — crowding/dispersion/mid-cap all died 63-74% DD) by going FULLY DOLLAR-NEUTRAL (net beta ≈ 0 → max-drawdown bounded by the momentum SPREAD, ~20-30%, structurally under the L19 floor). It differs from the discrete-spread version in CONSTRUCTION: instead of 4 discrete legs (top-2/bottom-2), it weights ALL 8 majors continuously by momentum RANK — the strongest name gets the largest long weight, the weakest the largest short weight, weights summing to zero (dollar-neutral). This full-cross-section rank weighting spreads exposure across every name, giving materially better WITHIN-LEG diversification and reducing the single-name short-squeeze risk that is the discrete version's main flaw (a 2-name short leg is squeeze-prone; an 8-name rank-weighted short spreads that risk). It captures the same pure cross-sectional momentum premium (winners − losers), reuses the proven relative-strength signal (no L30 new-indicator risk), and is monthly/low-turnover to clear fees (per L12: rank-weighting concentrates notional in the highest-conviction names while the monthly cadence keeps fills low). Genuinely market-neutral, filling the most under-represented direction bucket. NOT long-only (fixes the DD floor), NOT the discrete 4-leg spread (continuous rank weights, full cross-section), NOT funding/options/order-flow. Long-short, monthly, USD-M. 2 core parameters (momentum lookback, long/short fraction of the cross-section).