A long-short managed-futures basket across ~12 full-history Binance USD-M MAJOR perpetuals whose distinguishing feature is its RISK-MANAGEMENT construction, not a new signal. Two differentiators from the trend baskets already in the pipeline (time-series, cross-sectional, dual-momentum, Donchian): (1) the directional signal requires TWO TIMEFRAMES of the same asset's absolute trend to AGREE — a fast trend and a slow trend — going LONG only when both point up, SHORT only when both point down, FLAT on disagreement (this is multi-timeframe agreement, distinct from dual-momentum's absolute+relative conjunction); (2) position sizing applies a CONSTANT PORTFOLIO-VOLATILITY TARGET — gross exposure is scaled inversely to recent realized portfolio volatility toward a fixed annualized target — so the book runs steady risk through calm and turbulent regimes (the recognized 'volatility targeting' enhancement that improves trend-following Sharpe and cuts tail drawdowns, and directly answers the regime-aware mandate). It stays strictly on the only reliably-backtestable surface — Binance USD-M majors, pure OHLCV, full history — deliberately avoiding every infrastructure block hit this session (Deribit options no data, COIN-M inverse sizing broken, Hyperliquid alt bars unavailable, liquidations live-WS-only, multi-leg funding primary-symbol-only) and every refuted class (no funding, no basis, no ratio MR). Majors-only also sidesteps the alt-breadth/short-history data risk that troubled the broad-universe baskets. Same-venue, same daily timestamps; few parameters to resist overfitting; long-short to improve the portfolio's 87%-long skew.