A dollar-neutral, multi-instrument, long-short cross-sectional strategy on 15 OKX USDT perpetual swaps (OkxCollector USDT-swap OHLCV, catalog ids <BASE>USDT.OKX, 1-DAY bars, every leg verified in the catalog with daily history starting 2020-01 to 2020-12). Signal: the George & Hwang (2004) 52-week-high ratio PTH_i = close_i / max(high_i over the trailing N daily bars). The mechanism is anchoring rather than return momentum. Traders use the trailing high as a reference point and under-react to news that pushes a coin toward it, because resistance sellers and break-even sellers cluster there. Coins that are deep below their high carry overhang from trapped holders selling into every bounce. This is NOT a return-ranked momentum rotation: two coins with identical 30-day returns can have opposite PTH ranks. Every Monday 00:00 UTC daily close, rank the 15 names by PTH. Go long the top K and short the bottom K at equal dollar weight per leg, so the book is net-zero dollar. Names already in the right bucket are held, not churned. Data check per L186/L181: all 15 1-DAY bar dirs exist, with first bars from BTC/ETH/BCH/ETC 2020-01-02 to AAVE 2020-12-12, giving ~5.8 years of overlapping history. Implementation note to avoid sandbox_timeout: keep a fixed-length deque of highs per instrument, never rescan the full history per bar, and rank only on the rebalance bar.