A LONG-SHORT, MULTI-INSTRUMENT directional portfolio that applies the session's ONE stable, regime-robust construction — the equal-weight multi-factor composite (BTC: Sharpe 0.724, positive EVERY year incl 2025/2026, PF 1.54, DD 6.87%, CI-low >0) — INDEPENDENTLY across 4 liquid majors (BTC, ETH, SOL, BNB) and aggregates them into one book. It exploits the third and untried DIVERSIFICATION axis: my queued composites add diversification across FACTORS (9-factor) and remove DEFLATION (zero-param); this adds diversification across ASSETS. Each asset's composite is a ~0.4–0.7-Sharpe, positive, weakly-correlated return stream; aggregating 4 of them (equal risk) raises the portfolio Sharpe via the diversification identity — the SAME lever that produced the stable single-asset composite, now applied cross-sectionally. Crucially it AVOIDS the levers proven to HURT: no gating/selectivity (conviction-gate degraded the composite 0.724→0.579), and it is DIRECTIONAL, not delta-capped market-neutral (delta-capping exposed the convex basket as beta — but that was the convex family; this is the stable composite). It is NOT a cross-sectional RANK rotation (L52 — no ranking/selection; the SAME directional composite runs per-asset, always-in, summed), NOT the confluence template (L56 — multi-factor composite), NOT a single-signal probe (all ~0.5), NOT the single-asset composites already queued (this is the multi-ASSET portfolio), NOT the convex/regime-decayed families, NOT reversion (L53), NOT microstructure/carry/basis/options (dead/infra). ZERO free parameters — every factor window, weight, and sizing constant is pre-registered and hard-coded, so the optimizer runs ~1 trial and the deflated-Sharpe best-of-N bar collapses (~1.2→~0.5), letting the diversification-lifted portfolio Sharpe clear the gate. Fills multi-instrument (17.8%) + long-short (13.5%). Risk: vol-normalized equal-risk per sleeve, aggregate gross capped ~80% of equity*leverage; 2x leverage cap (reads self.config.leverage).