A MARKET-NEUTRAL, TWO-LEG statistical-arbitrage spread on two tightly related PoW large-cap perps that are NOT BTC: LTCUSDT.BINANCE (primary) and BCHUSDT.BINANCE (hedge). Both are 2020-listed Binance USD-M perpetuals with deep multi-year daily history and near-zero corpus usage (avoids the 44% BTC concentration). This is deliberately NOT the dead classes in the distilled lessons: it is NOT cross-sectional rank rotation (L68), NOT ratio-MOMENTUM/trend on a ratio (the SOL/ETH ratio-momentum death was 1612 trades impact-killed by 4H trading), NOT a vol-targeted TSMOM basket (L77), NOT funding/OI/premium-gated directional (L70/L71/L85), and NOT a regime-gated momentum edge (L92). It is a classic Ornstein-Uhlenbeck mean-reversion on a cointegrated 2-asset spread, held for WEEKS on DAILY bars, with a WIDE entry band so it trades rarely (~10-14 round trips/year) and each capture is large relative to fees. Both legs are Binance USD-M so the backtest resolves cleanly (no data wall, no options-MTM accounting risk, no Hyperliquid multi-leg crash). Fills three of the most under-represented portfolio buckets at once: long_short (14.3% vs pushing higher), pairs (13.7%), and macro/long-horizon multi-week holds (the 1w+ bucket is only 0.6% of 2962 experiments).