Multi-instrument long-short cross-sectional momentum strategy that EXPLICITLY addresses the post-mortem recommendation from the abandoned `ETH-BTC Ratio Momentum Spread on Hyperliquid` strategy. That hypothesis failed because it applied the 12-1 month cross-sectional momentum effect (Jegadeesh-Titman 1993) at the WRONG horizon — 4H bars with 3.3-day lookback on a pair of highly-correlated assets, where mean-reversion dominates. The post-mortem explicitly recommended: 'Move to monthly horizons on daily bars to actually test the 12-1 cross-sectional momentum effect from equities literature.' This proposal does exactly that, on a DIVERSIFIED universe (10 crypto perps, not 2 correlated ones). Universe: BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, XRPUSDT, ADAUSDT, DOGEUSDT, AVAXUSDT, LINKUSDT, DOTUSDT — all on BINANCE USD-M futures with multi-year daily bar history (safe data). Mechanism: every 30 days, rank all 10 by trailing 60-day return; go long the top 3 performers (recent winners) and short the bottom 3 performers (recent losers), equal-weight within each leg. Hold 30 days, then rebalance. This is the canonical academic implementation of cross-sectional momentum that earned 12% annualized in equities (Jegadeesh-Titman 1993), 8% in commodities (Erb-Harvey 2006), and has been documented in crypto (Liu-Tsyvinski 2021, Bianchi-Dickerson 2023 showing ~15% annualized in crypto top-30 universe with monthly rebalance). Fills FOUR under-represented quotas SIMULTANEOUSLY: MULTI-instrument scope (8.1% vs target), LONG-SHORT direction (9.7% vs ~45% target), and uses a horizon dimension (30-day hold + daily bars) that's distinct from the over-represented 4H-12H bucket. NOT a classical chart pattern. NOT a same-asset funding extreme (dead). NOT cross-venue basis. NOT a correlated-pair trade. A genuinely different mechanism class than every previous hypothesis.