A LONG-ONLY, weekly-rebalanced cross-sectional rotation over a 12-name deep-history BINANCE USD-M universe (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT, LINKUSDT, ADAUSDT, XRPUSDT, LTCUSDT, DOTUSDT, ATOMUSDT, ETCUSDT) whose sort signal is RETURN SKEWNESS — a signal no promoted basket uses (momentum ranks by return, carry by funding, and my pending rotation by volatility), so it satisfies L24's requirement for a genuinely new, non-relative-strength input. Each week it ranks the universe by trailing daily-return skewness over a lookback and holds the 5 LOWEST-skew names equal-weight. Mechanism/edge = the lottery-preference / idiosyncratic-skewness anomaly (Bali–Cakici–Whitelaw): investors systematically OVERPAY for high-positive-skew, lottery-like assets (in crypto, the pump-prone meme/alt names that occasionally 10x), which then deliver poor subsequent risk-adjusted returns, while the boring LOW-skew names are underpriced and outperform on a risk-adjusted basis. This is a DISTINCT anomaly from the low-volatility factor (my pending low-vol rotation): skewness and volatility select different names — a steady name with occasional pumps is low-vol but HIGH-skew, while a choppy two-sided name is high-vol but LOW-skew — so the holdings and return stream differ materially. It is defensive (an anti-meme tilt that avoids the crash-prone lottery names, the ones that lose most in a bear), reuses the ONE long-only structure proven to survive here (weekly K-of-N rotation → sandbox-certifiable trade count, low turnover so fee-viable on pure OHLCV, no data wall), and is emphatically NOT any confirmed-dead family: NOT single-name MR/reversal (definitively dead — my LINK −0.19%, DOGE +0.12%, SOL-OI −0.068%, taker-flow −0.025%), NOT funding carry (saturated), NOT options (L23), NOT trend-following, NOT a market-neutral L/S basket (L12 fee wall — this is long-only), NOT a relative-strength rotation duplicate (skew ≠ return). 2 core parameters (skew lookback, number of held names).