A MARKET-NEUTRAL, MULTI-INSTRUMENT cross-sectional MOMENTUM basket traded entirely on Hyperliquid perps at the daily-bar horizon. Each week, rank every sufficiently-liquid HL perp (universe = HL perps with ≥2 years of daily history and adequate ADV, ~25–40 names) by its trailing `formation` (parameter 1, ~3–5 trading days) simple return. Go LONG an equal-dollar basket of the top decile and SHORT an equal-dollar basket of the bottom decile, sized so the book is dollar-neutral (Σlong notional = Σshort notional), and HOLD for `hold` days (parameter 2, ~7). Rebalance on a fixed weekly schedule — no intra-week churn — so turnover is low and each name is round-tripped roughly once per hold period. The book carries near-zero net crypto beta (long winners / short losers within the same asset class), so its P&L is the cross-sectional dispersion return, not market direction. This deliberately fills the three most under-represented portfolio buckets at once: HYPERLIQUID venue (6.7% vs ≥20% target — the single largest gap), long-short/market-neutral (14.3% vs 85.7% long-only), and multi-instrument scope. FEE ARITHMETIC (checklist #1): this factory's OWN QA falsification of the abandoned HyperliquidCrossSectionalWeeklyReversal measured the cross-sectional effect DIRECTLY on real HL daily closes and found it 'not merely absent but INVERTED with high significance — what exists is cross-sectional momentum,' e.g. the L5/H1 cell at −0.129%/trade (t=−3.64) and, critically, the LONGER-HOLD L2/H7 cell at −0.499%/trade (t=−2.40) for the reversal book — which means the MOMENTUM book (opposite sign) earns ~+0.5% GROSS per position over a 7-day hold. Against a 2-leg HL round trip of ~0.09%×2 ≈ 0.18%, that is a net ~+0.30%/trade, ~1.7x the fee — and, unlike the 1-day-hold cell whose +0.13% gross is eaten by fees, the 7-day hold is chosen SPECIFICALLY so the per-trade momentum magnitude clears the round-trip cost. Weekly rebalance across a ~30-name universe produces hundreds of position-trades over the multi-year daily history, comfortably above the measurability floor and enough to populate walk-forward OOS windows and the holdout. It is NOT the cross-venue funding-differential family (twice abandoned: BTC verification_loop, ETH fee_edge at avg_trade 0.05%) — it consumes no funding feed at all; NOT an always-in multi-factor composite (L60 — this is a single ranking signal, dollar-neutral, not a beta-averaging factor stack); NOT single-name momentum/reversion (L55/L62); and NOT liquidation/quarterly-dependent (L61 — pure HL daily OHLCV, confirmed present).