A long-short, multi-instrument TIME-SERIES (absolute) momentum basket across the most liquid Binance COIN-M inverse perpetuals (BTCUSD_PERP, ETHUSD_PERP, and liquid alt _PERP contracts). Each asset is held LONG when its own trend is up and SHORT when its own trend is down — the managed-futures mechanism that just promoted to paper on Binance USD-M (Sharpe 1.48). This is NOT a cosmetic venue-clone: COIN-M contracts are inverse (P&L and margin denominated in the BASE coin, BTC/ETH), so the payoff is mathematically non-linear in USD terms, the contracts are coin-margined with a distinct liquidation/participant regime, and the round-trip taker fee is ~0.06% — the cheapest venue in the factory, well below USD-M's ~0.10%. It fills the explicit quota for BTC/ETH-denominated edges on the most under-represented tradeable venue (BINANCE_CM at 1.7% vs 5% target) while reusing a validated, fee-clearing signal to de-risk it. Deliberately avoids every refuted mechanism this session — no funding carry, no spot-perp or cross-venue basis, no options (unbacktestable). Same-venue, both legs on BINANCE_CM at the same daily bar timestamps, so no cross-exchange fill-timing artifact. Few parameters to resist overfitting.