A MARKET-NEUTRAL, MULTI-INSTRUMENT strategy that harvests the PERSISTENCE of relative strength between majors and BTC — the crypto 'alt-season vs BTC-season' regime that TRENDS for weeks-to-months. It is deliberately the OPPOSITE SIGN of the cross-sectional reversal that was just exhaustively falsified, and outside every other graveyard: NOT single-name absolute trend/momentum (L62's 0.003-survival class — this is a beta-neutral RELATIVE spread, not a directional bet on one coin), NOT absolute diversified TSMOM (abandoned overfit — this nets out crypto beta and trades the alt-vs-BTC ratio, not the market), NOT reversion (my ETH/BTC reversion was the opposite construction), NOT calendar, NOT an options structure (which keep dying on Layer-3 timeouts), NOT a funding/OI z-score. MECHANISM: when an alt is outperforming BTC its alt/BTC ratio trends up and KEEPS trending (capital rotation, narrative persistence); a trend signal ON THE RATIO, expressed as LONG alt-perp / SHORT beta-sized BTC-perp, captures that relative drift while hedging out the shared market beta. Run independently over a small fixed basket of the most liquid majors {ETH, SOL, BNB, XRP} vs BTC; the aggregate book is roughly market-neutral (mix of long-alt/short-BTC and long-BTC/short-alt legs). This directly exploits the ratio TRENDING that made ratio-reversion fail — same phenomenon, correct sign. DATA (named per L61, all present, TIMEOUT-SAFE): BINANCE USD-M 1D OHLCV for {BTC, ETH, SOL, BNB, XRP} only — the ratio trend and beta are O(1)-per-bar rolling statistics (incremental EW mean/covariance), NO full-series rescans, NO supplementary feed, NO options surface (explicitly engineered against the Layer-3 300s timeout that killed the recent Deribit strategies). Only 3 tunable parameters (trend_lookback, entry_band, rebalance_days).