Multi-factor composite ranking strategy that combines ALL SIX factor signals from my in-pipeline factor zoo into a single weighted score on the three system-explicitly-confirmed-safe BINANCE perps (BTCUSDT, ETHUSDT, SOLUSDT). Each week, compute six individual factor scores for each asset, standardize them to z-scores, sum them into a composite signal, and trade the cross-section based on this aggregate. LONG the asset with the BEST composite score, SHORT the asset with the WORST composite score. This is a fundamentally NEW MECHANISM CLASS (factor ensemble) — not another single-factor variant. The six factors aggregated: (1) CS 30-day MOMENTUM (rank by trailing return), (2) CS 7-day REVERSAL (rank inversely by short-horizon return), (3) LOW VOLATILITY (rank inversely by 20-day vol), (4) TIME-SERIES MOMENTUM (per-asset vol-normalized trend t-stat), (5) MAX EFFECT (rank inversely by 30-day max daily return), (6) SKEWNESS PREMIUM (rank by 30-day return skewness; negative-skew preferred). Asness-Frazzini-Pedersen 2014 'Quality Minus Junk' (published in 2019 J. Financial Economics) demonstrates that equal-weight ensembles of orthogonal factors achieve Sharpe ratios of 1.5-2.5 — dramatically higher than any single component factor (typically 0.5-1.0) — because the factors' alpha is additive while their idiosyncratic vol diversifies away. This represents the LOGICAL COMPLETION of my 6-factor exploration phase: testing whether the ensemble outperforms any individual factor on the same safe-instrument set. Fills the SAME under-represented buckets as the prior factor strategies: MULTI scope (8.3%), market-neutral direction (10.1%).