A MARKET-NEUTRAL (dollar-neutral) LONG-SHORT PAIR strategy that applies the factory's one repeatedly-validated edge — time-series momentum/trend — to the SOL/ETH price RATIO rather than to a single outright asset. When the SOL-vs-ETH ratio is trending up (SOL outperforming), it holds LONG SOLUSDT.BINANCE / SHORT ETHUSDT.BINANCE in equal notional; when the ratio trends down, it flips to SHORT SOL / LONG ETH. Both legs are Binance USD-M perps, so it is a single-venue, single-quote-currency book with no cross-venue fee/basis problem (the structural killer of the funding/carry siblings this session). The design deliberately combines the TWO things that have separately worked or would have helped in the failure log: (1) the validated TREND mechanism and its positive-skew payoff geometry (let winners run, trend-cross exit — NOT the inverted small-TP/large-stop fade that broke the COIN-M Bollinger), and (2) MARKET-NEUTRALITY, which strips out BTC/market beta so the held-out recent tail is not a single-regime directional bet — directly addressing the recent-regime NON-GENERALIZATION that abandoned the HL impulse strategy at the holdout gate. It trades the SOL-vs-ETH dispersion (capital rotates between correlated L1 majors in persistent waves), an edge orthogonal to outright momentum. It is distinct from every pipeline entry: not the 10-name dollar-neutral cross-sectional book (this is a focused 1-vs-1 ratio trend), not the BTC/ETH Bollinger pair (this is EMA/momentum-sign trend on the SOL/ETH ratio, a different pair and a different signal), and not any single-asset TS-momentum sibling. It is NOT a blacklisted family: not funding/carry, not options, not HL, not microstructure, not a fade. Deep multi-year Binance history for both legs means walk-forward and holdout span real regimes; low parameter count (3) resists overfitting. Fills the under-weight long/short (14.7%) and pairs (14.5%) buckets.