A MARKET-NEUTRAL (dollar-neutral) LONG-SHORT cross-sectional SHORT-TERM REVERSAL book on a DIVERSIFIED basket of liquid Binance USD-M perpetuals. Each ~3-day rebalance it ranks the basket by trailing 3-day return, goes LONG the biggest losers and SHORT the biggest winners in equal notional, and holds to the next rebalance. This deliberately diversifies the factory's EDGE TYPE: the portfolio is saturated with intermediate-horizon MOMENTUM (directional and neutral), and short-term cross-sectional reversal is a distinct, empirically-documented crypto anomaly (overreaction / liquidity-provision premium) that is largely orthogonal to it. It is engineered to avoid every failure mode in the log: (1) DIVERSIFIED BASKET with a per-name weight cap — the analyst's explicit prescription after the single-alt XRP book was wiped -95% by one intraday news event ('use a diversified cross-sectional basket so no single news event can wipe the book'); here no single name can dominate, and the SHORT side is spread across many winners rather than concentrated. (2) MARKET-NEUTRAL — strips out BTC/market beta so the held-out recent tail is not a single-regime directional bet (the recent-regime non-generalization that killed the HL impulse strategy). (3) RANK-BASED, HOLD-TO-REBALANCE construction with a SYMMETRIC payoff — NOT the inverted small-TP/large-stop geometry that broke the COIN-M Bollinger fade (there is no fixed take-profit or tight stop; positions are simply re-ranked each cycle). (4) PURE OHLCV — no fragile supplementary-data dependency (the OI/liquidation/funding data walls that blocked the HL-OI, liquidation, and cross-venue-funding strategies). It is distinct from the existing 7-day cross-sectional reversal sibling by a shorter ~3-day horizon and volatility-scaled weighting, and non-redundant with the promoted majors momentum. Low parameter count (4). Fills the under-weight long/short (14.7%) and multi-instrument (14.5%) buckets and diversifies a momentum-dominated book.