A DOLLAR-NEUTRAL, MULTI-INSTRUMENT cross-sectional momentum strategy on Hyperliquid perpetuals — deliberately routed to HYPERLIQUID (currently 7.0% of the book vs a >=20% quota, and the venue live trading is migrating to) and constructed LONG-SHORT (15.7% of the book vs push) to strip crypto beta rather than bet on it. It ranks a fixed basket of ~8 liquid, HL-native perps that have existed since Hyperliquid's launch — BTC, ETH, SOL, AVAX, LINK, ARB, OP, DOGE — by a single trailing-return lookback and holds the strongest against the weakest, market-neutral. This is intentionally NOT the failed pattern from the portfolio: those were SINGLE-ASSET directional trend/funding clones (ETH vol-targeted TSMOM, funding-contrarian BTC) that carry full market beta, post negative information ratios vs their own buy-hold, and collapse under best-of-N selection. A cross-sectional dollar-neutral spread earns from DISPERSION between coins, not from market direction, so its edge is orthogonal to BTC beta and does not evaporate when the regime flips from bull to bear. Uses 4H bars only (2.3 years of usable HL history per the timeframe table) — NOT sub-hourly, which the Analyst abandons for insufficient HL history. Kept deliberately low-parameter (one lookback, fixed basket, fixed top/bottom count, fixed rebalance cadence) because overfitting-to-search is the dominant failure mode in this factory. Per-leg holding is multi-day with multi-percent dispersion, an order of magnitude above the ~0.09% HL round-trip fee.