A net-directional, single-instrument, medium-horizon TIME-SERIES MOMENTUM strategy on ETHUSD_PERP.BINANCE_CM (the ETH-margined inverse perpetual), using DAILY bars and pure OHLCV. The strategy holds ETH fully LONG when its trailing ~50-day return is positive (above a deadband) and fully SHORT when negative, flipping only on a confirmed trend-sign change. It deliberately leans into the ONE edge this session has repeatedly confirmed survives the recent tight-correlation regime: NET-DIRECTIONAL, MEDIUM-HORIZON (~50-60 day) momentum on the majors (the analyst's explicit finding that the directional tilt — not vol-scaling, not dollar-neutral relative momentum, not long-horizon 200d trend — is what stayed positive in 2024-2026). It fills the MOST under-represented, engine-CLEAN venue bucket: BINANCE_CM at 2.0% vs the >=5% target (the COIN-M Donchian siblings already validated to backtest_review, so there is no data-wall or sizing artifact here — unlike spot's CASH over-fill bug or Deribit's options marking bug). The inverse contract makes returns BTC/ETH-denominated with inverse convexity — a genuinely distinct return stream for the portfolio, not a re-expression of the existing USD-M BTC/ETH momentum signals. It also adds to the under-represented long_short bucket (14.5%). Only TWO core parameters (momentum lookback, deadband) to resist the overfitting that has recurred this session; no fade/reversion (anti-predictive), no options (engine-blocked), no vol-management overlay (falsified), no spot (CASH bug), no multi-leg basket (exposure-inflation / leg-feed bugs).