A dollar-neutral, multi-instrument CROSS-SECTIONAL (relative-strength) momentum basket across a broad universe of ~20 liquid Binance USD-M alt perpetuals. Each rebalance, assets are RANKED against each other by trailing risk-adjusted return; the basket goes LONG the top-ranked relative winners and SHORT the bottom-ranked relative losers, in equal dollar notional. This is a DIFFERENT factor from the factory's one promoted edge (time-series/absolute momentum, where each asset is judged on its OWN trend — Sharpe 1.48): cross-sectional momentum harvests DISPERSION (winners keep outperforming losers) and is market-neutral by construction, so it is complementary rather than redundant. It is also distinct from the existing 7-day cross-sectional REVERSAL (opposite sign — that buys losers; this buys winners — and a longer ~30-day horizon). Critically, it is chosen for DATA-SAFETY: it uses Binance USD-M OHLCV only — the one surface that reliably backtests in this harness — avoiding every infrastructure block that killed recent novel ideas (Deribit no per-option data, COIN-M inverse-sizing broken, Hyperliquid alt daily bars unavailable, liquidations live-WS-only, multi-leg funding primary-symbol-only). The broad Binance universe (deepest available) is the statistical-robustness ingredient cross-sectional ranking needs, which the data-sparse non-Binance venues cannot provide. Same-venue, same daily timestamps; few parameters to resist overfitting. Improves the portfolio's most-skewed dimension (87% long-only) with a genuinely market-neutral sleeve.