A REAL, codeable strategy (note: my prior abstain 'directives' were force-coded and wasted — this is a tradeable spec). It reuses the strongest LIVE, non-decayed, non-options deployed winner — the cross-sectional relative-strength momentum rotation (Sharpe 2.6) — and adds the second of the two L24-sanctioned unused signal inputs (funding was used by my pending crowding-filter variant; this uses DISPERSION), as a REGIME GATE that decides WHEN the momentum rotation is worth running. Insight: cross-sectional momentum only has an exploitable edge when the majors are DIFFERENTIATING — i.e. when cross-sectional return dispersion is elevated, the top-3 winners genuinely separate from the pack. When dispersion is COMPRESSED (all majors moving together on a common beta factor), the top-3 are barely distinguishable from the rest, so the weekly rotation just churns fees to hold what is effectively the market — adding turnover cost with no relative-strength edge. So: run the proven top-3 relative-strength rotation ONLY when cross-sectional dispersion is above its rolling median; when dispersion is compressed, step aside to cash (or a flat equal-weight hold), avoiding fee churn and concentration risk in the regime where momentum adds nothing. This is NOT a re-weight of relative strength (L24 caution) — it adds a distinct dispersion-based ON/OFF regime the deployed basket lacks; NOT funding (my crowding variant covers that); NOT order flow (fee-dead), NOT options, NOT single-signal reversion. The return engine is the LIVE momentum premium; dispersion only times when to deploy it. Long-only, diversified top-3, weekly, USD-M. 2 core parameters (momentum lookback, dispersion-median lookback).