A DOLLAR-NEUTRAL, MULTI-INSTRUMENT, cross-sectional short-term REVERSAL stat-arb on a basket of ~16 liquid US large-caps (USEQ). Every N daily bars, rank the universe by trailing 3-5 day return; go LONG the worst-performing quintile and SHORT the best-performing quintile, weighting each side to equal gross so the book is ~market-neutral. This is deliberately NOT the momentum-confluence family (the LTC/BTC/ADA dual-timeframe trend recipe that keeps dying or is already promoted) -- it trades the OPPOSITE sign at a shorter horizon, on a different asset class, market-neutral rather than directional. It exploits the Lehmann/Lo-MacKinlay short-term reversal anomaly: over 3-5 days, cross-sectional winners give back and losers bounce, driven by liquidity-provision compensation and non-information price pressure. The mechanism is fee-DEAD on crypto (0.10-0.20% RT eats the 0.2-0.4% reversal spread) but VIABLE on USEQ, where commissions are zero and cost is only ~0.02-0.05% RT spread+impact on these names. Distinct from the abandoned USEQ classical anomalies (L74: dual-TF trend, calendar seasonality, single-name/sector-ETF reversion, staples cointegration pairs) -- this is a broad cross-sectional decile spread portfolio, the canonical form of the anomaly, whose edge is much stronger and more diversified than a single-pair or sector-ETF reversion, and it is realized ACROSS ~16 names so no single name carries the book.