A DOLLAR-NEUTRAL, LONG-SHORT PAIRS strategy on Hyperliquid that trend-follows the ETH/BTC RATIO rather than either asset's absolute price. It deliberately reuses the ONLY mechanism the factory has validated out-of-sample — dual-timeframe trend confluence (the BTC 4H+1D momentum survivor at Sharpe ~1.99) — but applies it to the RELATIVE-STRENGTH spread between the two largest crypto assets, which converts an absolute-momentum edge into a market-neutral one. It fills four under-represented buckets at once: HYPERLIQUID venue (6.1% vs 20% target), pairs scope (13.0%), long_short direction (13.0% vs 87% long-only), and market-neutral exposure. It is distinct from every pipeline item (single-instrument BTC/SOL trend, cross-venue funding differential, long-only baskets) and avoids all dead families: NOT a cross-sectional momentum-RANK basket (L52 — this is one two-leg spread trend, no ranking/rotation), NOT COIN-M (L51), NOT options (L50), NOT a long-only structural basket that inherits full bear-market beta (L48 — dollar-neutrality bounds drawdown), NOT a non-price gate on a price impulse (L46 — the signal IS the ratio's own price trend), and NOT a liquidation/quarterly feed at risk of data_unavailable (L47 — both ETHUSD and BTCUSD perps have full Hyperliquid history; at 4H that is ~2.3 years, above the HL sub-hourly history limit, and 1D is full). Pure OHLCV, 3 parameters, to resist the 301-death overfit mode.