This hypothesis is the FAITHFUL re-implementation that the analyst's post-mortem on the abandoned `Crypto Cross-Sectional Momentum Top-Bottom Tercile` strategy explicitly requested. That strategy failed catastrophically (-98% in 2021 alt-season) because the SHORT LEG with equal-notional sizing got annihilated when DOGE/XRP/ADA went parabolic. The analyst's recommendations were precise and actionable: (a) 'Consider LONG-ONLY momentum instead of long-short. The short leg in crypto momentum has consistently destroyed long-leg gains across multiple regimes; long-only avoids this entirely while still capturing the documented effect.' (b) 'Use volatility-weighted (risk-parity) sizing' per Liu-Tsyvinski 2021 and Bianchi-Dickerson 2023. (c) 'Add per-position stop-loss at -15% (equity-protective, not signal-altering).' (d) 'Use a wider universe (20-30 symbols, top-30 by market cap) to reduce concentration risk.' This proposal implements ALL FOUR recommendations: 15-symbol universe (BTC, ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK, DOT, MATIC, TRX, LTC, UNI, ATOM — top-15 by market-cap with multi-year data), LONG-ONLY (no short leg, no alt-season blowup risk), volatility-weighted positions (each name contributes equal portfolio variance via inverse-vol sizing), and -15% stop-loss per position. 90-day formation (vs 60-day in the failed version) better matches the documented 'sustained narrative cycle' time horizon for crypto. Monthly rebalance. Fills the MACRO 1w+ horizon quota (0.5% — by far the most under-represented bucket) and the multi-instrument scope (8.1%). Long-only is over-represented overall, but the long-only flavor of cross-sectional momentum is academically the ONLY version that actually works in crypto per the abandoned strategy's post-mortem — this is justified, not gap-filling for its own sake.