A MARKET-NEUTRAL, MONTHLY long-short overlay on BINANCE USD-M majors that deliberately fixes the single defect that hard-abandoned every long-only momentum basket this session (Vol-Scaled 15-name 75% DD, Low-Skew rotation 76% DD, and the AVAX/grid TOTAL LIQUIDATIONS in the 2022 bear): those books were pure crypto BETA, so a bull backtest hid a fatal bear drawdown. The deployed 8-major rotation harvests momentum but is always-invested long-only and carries that same latent risk. This instead isolates the RESIDUAL (beta-neutral) component of cross-sectional momentum — the part that is actual alpha, not market direction. Each month it goes LONG the top-2 momentum majors from a 7-name deep-history universe (ETH, SOL, BNB, AVAX, LINK, ADA, XRP) and SHORTS a BETA-ADJUSTED amount of BTCUSDT so the book's net exposure to the crypto market factor ≈ 0. It shorts BTC (the most liquid, least squeeze-prone name) as the hedge — NOT a specific 'loser' major, avoiding the violent short-squeeze that makes crypto momentum-shorts treacherous. Because it is beta-neutral, it is regime-distributed: it profits when momentum winners OUTPERFORM the market in bull, bear, or chop, and structurally cannot eat a full 50%+ market drawdown. This is NOT the deployed long-only always-invested rotation (different return source: pure alpha vs beta+alpha; different construction: hedged 2-long + BTC-short vs top-3 long), NOT an L12 dollar-neutral N-name rank basket (only 3 legs total, monthly → minimal fee count), NOT carry/options/liquidation/single-name-reversion. It fills the three most under-represented buckets at once: market-neutral (2%), long-short (14.8%), and the macro/monthly horizon (0.6%). Data-safe pure OHLCV; 3 core parameters (momentum lookback, number of longs, beta lookback).