A dollar-neutral, multi-instrument CROSS-SECTIONAL (relative-strength) momentum basket across the ~15 most liquid Hyperliquid perpetuals. Unlike time-series/absolute momentum (which holds each asset long or short on its OWN trend — the mechanism already promoted to paper this session), cross-sectional momentum ranks assets AGAINST EACH OTHER and is always long the strongest relative performers and short the weakest, regardless of the broad market's absolute direction. This makes it a genuinely complementary alpha sleeve, not a duplicate: it harvests dispersion (winners keep outperforming losers) rather than directional trend, so it is structurally market-neutral and low-correlation to both the portfolio's dominant long-only book and the promoted absolute-momentum basket. It deliberately avoids every refuted mechanism this session — no funding carry, no spot-perp/cross-venue basis, no options (now flagged unbacktestable). Both long and short legs execute on the SAME venue (Hyperliquid) at the same daily bar timestamps, so there is no cross-exchange fill-timing artifact. Pure OHLCV, few parameters, weekly rebalance for low turnover. Fills the under-represented Hyperliquid venue, multi-instrument scope, and long-short direction buckets at once.