A MARKET-NEUTRAL, MULTI-INSTRUMENT cross-sectional RELATIVE-VALUE strategy native to Hyperliquid — the single most under-represented venue (6.7% vs the ≥20% target) — and deliberately outside every dead/colliding family: it is NOT time-series trend/momentum (the 0.003-survival single-name class of L62), NOT calendar seasonality, NOT an always-in factor composite (L60), NOT short-vol options, NOT a funding-carry (the positive-funding carry just died fee_edge). MECHANISM: short-horizon CROSS-SECTIONAL REVERSAL — within a peer group of similar assets, the names that most OVER-performed their peers over the last week tend to give some of it back the next week, and the biggest relative laggards tend to catch up, because alt flows overshoot relative to the group and revert. This is a distinct, well-documented effect that operates at the opposite sign and shorter horizon than the trend-following momentum that dominates (and dies in) this factory. Each week, rank a fixed liquid HL perp universe (~16-20 names selected by TRAILING dollar volume — e.g. BTC, ETH, SOL, and the most liquid HL alt perps — no look-ahead) by their trailing `rank_lookback`-day return; LONG the bottom quintile and SHORT the top quintile, equal-weighted and dollar-neutral, so the book carries ~zero net crypto-beta and profits only from relative convergence. HORIZON: 1D bars, ~1-week holds — safely within Hyperliquid's history limit (1d = full history back to venue launch, unlike the sub-hourly HL windows the brief warns get abandoned for insufficient history). DATA (named per L61, confirmed present, no thin/absent feed): HYPERLIQUID 1D OHLCV for the universe only — no funding feed, no liquidations, no options surface. Only 3 tunable parameters (rank_lookback, quintile_fraction, rebalance_days).