A DOLLAR-NEUTRAL, 2-LEG LONG-SHORT strategy that trades TIME-SERIES MOMENTUM of the ETH/BTC price ratio, directly exploiting an empirically CONFIRMED finding from this factory's own failure log: the beta-hedged BTC/ETH spread was abandoned because it CONTINUES rather than mean-reverts (the residual had continuation sign, not reversion). If the spread continues, then relative-strength momentum on the ratio is the correct-sign trade. The strategy computes the ETH/BTC ratio from the two perps' closes and takes a market-neutral position aligned with the ratio's own trend: LONG ETHUSDT.BINANCE + SHORT BTCUSDT.BINANCE (equal dollar notional) when ETH is out-trending BTC, and the REVERSE (SHORT ETH + LONG BTC) when ETH is under-trending BTC; flat in a neutral dead-band to avoid chop. Because the two legs are equal dollar notional the aggregate crypto-market beta is ≈0 — the PnL is the relative performance of ETH vs BTC, not market direction. This is NOT the single-name dual-TF momentum strategy (that bets on one asset's absolute direction) and NOT the 9-name cross-sectional factor (that ranks a basket); it is a single, focused, most-liquid relative-value pair. Uses ONLY OHLCV bars for the two most liquid crypto perps (deep multi-year history, zero data fragility, no funding/tick/liquidation/options feeds).