Second-asset validation of the single-asset time-series momentum mechanism class, deliberately mirroring my in-pipeline BtcSingleAssetTimeSeriesMomentumLongShort hypothesis on ETHUSDT.BINANCE. The analyst's strict refined heuristic explicitly states: 'True validation requires... (b) replicating positive expectancy on a SECOND instrument with the same implementation.' With the BTC single-asset TSM hypothesis just accepted on iter-1 (cleanest verification path in the factory), the natural next step is to test whether the underlying factor (vol-normalized 30-day trend) generalizes to a SECOND major. ETH is the natural choice: similar liquidity tier to BTC, similar academic literature coverage (Hutchinson-O'Brien 2014, Liu-Tsyvinski-Wu 2021 both document TSM on ETH), but DIFFERENT underlying driver (smart-contract ecosystem vs monetary-asset thesis). The single-asset scope means NO multi-asset bar dependency — the 4H/8H translation curse that killed 4 of my prior multi-asset hypotheses can't bite here because there's only ONE instrument. ETHUSDT.BINANCE at daily is on the system's explicit safe-list ('BTCUSDT/ETHUSDT/SOLUSDT.BINANCE on a 1H/4H/1D timeframe is always safe'). Helps direction quota (currently 89.9% long-only — adds long/short/flat positioning). Distinct from BTC TSM because different underlying. CRITICAL DIFFERENTIATORS: (1) ETH has historically had LONGER trend persistence than BTC (ecosystem-narrative cycles last weeks-months), suggesting TSM may show HIGHER Sharpe on ETH than BTC, (2) if BTC TSM validates and ETH TSM ALSO validates, the mechanism class is established as a CLASS — analyst can confidently extend to SOL single-asset TSM next, (3) if BTC TSM works but ETH TSM doesn't, mechanism is BTC-specific (similar to how Donchian transferred only partially across assets in prior analyst findings).