A LONG-SHORT, MULTI-INSTRUMENT, pure-price CONVEX directional basket that applies the factory's one genuinely-validated-but-uncadenced edge — the BTC Tail-Regime Convex Directional (abandoned ONLY because it fired ~11x/yr: the reviewer recorded 'genuinely novel and decorrelated, beta 0.009, real per-trade edge PF 2.03, avg_trade_return_pct 2.23% well above fees ... but fires far too rarely to be validated'). The sole flaw was CADENCE, not edge. The session also proved (via the negative-gross-edge ORB) that this convex edge lives specifically at the MULTI-WEEK regime horizon and CANNOT be sped up intraday — so the correct fix is DIVERSIFICATION, not acceleration: run the identical convex rule INDEPENDENTLY across 6 liquid majors (BTC, ETH, SOL, BNB, XRP, DOGE, all USD-M perps), each engaging only on ITS OWN large-magnitude directional regime and flat otherwise, summed into one book. Because each name's large regimes occur at different times, the aggregate produces ~55–70 engagements/yr (~350–450 over the sample) — enough to validate — while preserving the per-name convex, above-fee, decorrelated character. This is explicitly NOT a cross-sectional RANK rotation (L52): there is NO ranking, NO relative selection, NO always-on momentum — each sleeve is a standalone flat-most-of-the-time convex trigger, and the parameters are SHARED across all 6 names (not per-asset tuned), so the edge must be a GENERAL convex-regime effect, not asset-specific curve-fitting (this shared-param design also keeps DOF low against the deflated-Sharpe gate and the L52 overfit artifact). It harvests crypto's fat-tailed self-reinforcing regime legs (parabolic runs, cascade crashes) across the complex. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a channel breakout (structurally-unmeasurable, just abandoned), NOT a NON-PRICE-feed gate (L46), NOT options/COIN-M (L50/L51), NOT a long-only spot basket (L48 — long-SHORT futures, flat most of the time). Fills multi-instrument scope (17.8%), long-short direction (13.5%), and adds a decorrelated convex sleeve. Risk profile: vol-scaled sizing PER SLEEVE so each engaged position targets equal risk; aggregate gross capped at ~60% of equity*leverage (with ≤6 simultaneous engagements rare since regimes are asynchronous); 2x leverage cap (reads self.config.leverage).