Risk-Parity Dollar-Neutral Cross-Sectional Momentum, Long-Short Market-Neutral (BINANCE USD-M, 8 Majors, MONTHLY Long Above-Median / Short Below-Median by Relative Strength, Each Leg Sized INVERSE-VOLATILITY So No Single High-Vol Name Dominates the Spread's Drawdown — Dollar-Neutral (Net Beta≈0) So Max-DD Is Bounded, Risk-Parity Legs Stabilize It Further, 2-Parameter)

A REAL, codeable strategy in the one structurally-correct family for the binding constraint proven this session: EVERY long-only momentum reuse (crowding/dispersion/mid-cap) died on the >50% drawdown floor from crypto beta, so the fix is DOLLAR-NEUTRALITY (net beta≈0 → max-DD bounded by the momentum spread, not the market). My pending dollar-neutral spread (discrete top-2/bottom-2) and rank-weighted versions establish the family; this adds the standard institutional refinement neither uses — INVERSE-VOLATILITY (risk-parity) leg sizing — which directly targets drawdown STABILITY: in an equal- or rank-weighted crypto momentum spread a single high-volatility name (e.g. a laggard alt squeezing) dominates the spread's variance and drives its worst drawdowns; sizing each name inverse to its own realized volatility equalizes each name's risk contribution, so no single leg can blow out the spread. It longs the above-median-momentum names and shorts the below-median names of the 8 majors, dollar-neutral, MONTHLY (low turnover to clear the L12 fee bar). Reuses the proven relative-strength signal (no L30 new-indicator risk). Genuinely market-neutral (fills the under-represented long-short bucket). NOT long-only (fixes the DD floor), NOT the equal-weight discrete or rank-weighted dollar-neutral versions (this is inverse-vol risk-parity sizing — a different, DD-stability-focused weighting), NOT funding/options/order-flow. Long-short, monthly, USD-M. 2 core parameters (momentum lookback, volatility lookback for the inverse-vol weights).