A MARKET-NEUTRAL (dollar-neutral) LONG-SHORT cross-sectional momentum book on a basket of liquid Binance USD-M perpetuals. Each weekly rebalance it ranks the basket by intermediate-horizon relative strength and goes LONG the top-K strongest names and SHORT the bottom-K weakest names in equal notional, so the book carries ~zero net market beta. This is deliberately built to survive the failure mode that has killed the most strategies this session — recent-regime NON-GENERALIZATION (the HL impulse/breakout strategies were positive in-sample but collapsed on the held-out recent tail because they were net-long-beta directional bets). By construction a dollar-neutral cross-sectional book strips out BTC-beta and trades only the DISPERSION between winners and losers, which persists across bull, bear, and chop, so the held-out tail is not a single directional regime bet. It uses the factory's one repeatedly-validated edge family (momentum) in its most regime-robust form, on deep multi-year Binance USD-M history. It is NOT any landmine: NOT a funding/carry/cross-venue trade (those were just shown to be fee-and-basis-dominated and, for COIN-M, categorically unbacktestable), NOT a Deribit option (broken harness), NOT an HL short-window pure-OHLCV bet (data wall / non-generalization), NOT a small-TP/large-stop fade (inverted payoff). Crucially it captures LARGE cross-sectional dispersion (alts routinely diverge tens of percent over weeks via narrative rotation), which dwarfs the ~0.10% USD-M round-trip fee — the opposite of the ~0.02-0.10% funding spreads that lost to fees. It fills the under-weight long/short (14.8%) and multi-instrument (14.4%) buckets and is distinct from the existing AbsoluteMomentum (time-series sign) and CrossSectional7DayReversal (short-horizon reversal) siblings — this is intermediate-horizon relative-strength CONTINUATION. Tiny parameter count (lookback, K, rebalance period).