An out-of-universe, out-of-venue breadth test of the one factory survivor family that keeps passing (lesson L219): the promoted Binance seven-major 1D/1W macro trend basket (997 trades, avg trade 3.22%, Sharpe 1.16). That strategy traded BTC/ETH/BNB/SOL/XRP/ADA/LINK on Binance USD-M. This hypothesis applies the SAME construction, with no ranking and no relative strength, to a DISJOINT universe of eight older mid-cap alts on a different venue, BYBIT linear USDT perps (3.0% of the corpus, under its 5% quota): DOTUSDT, LTCUSDT, BCHUSDT, ETCUSDT, FILUSDT, AAVEUSDT, XLMUSDT and TRXUSDT on BYBIT. None of the seven promoted majors is included, so a pass is evidence the mechanism is not a property of those particular large caps. Each name is traded independently on its own absolute trend. Long when its fast (about 1 month) and slow (about 12 weeks) daily-close momentum signs are both positive, short when both are negative, flat when they disagree. The slow screen uses daily closes over a ~12-week window, standing in for the weekly bars, so the strategy subscribes to one bar type per leg (8 x 1-DAY). That keeps the verification bar load small. Several names (DOT, ATOM-class, ETC, LTC) have already died as SINGLE-NAME 4H/1D confluence tests. Those were faster (4H primary), single-instrument and needed per-name significance. This design holds trades for weeks, so each trade targets a multi-percent leg, and it pools eight weakly related trend legs into one book, the way the promoted basket did. Universe point-in-time: a leg is eligible only from its first Bybit daily bar plus warm-up (listed_since/universe_at). Bars start 2020-10 (LINK/LTC), 2020-12 (BCH), 2021-03 (DOT), 2021-05/07 (AAVE, FIL, ETC) and 2021-09 (XLM, TRX). A leg that lists later simply joins later, and a delisting closes the leg at the last price. Set parameters['point_in_time_universe']=True so later-listed legs do not clamp the window. Fills: market orders at the signal bar's close. On a 24/7 venue that equals the next bar's open, the platform's documented next_bar_open_fill equivalent. Protective exit: a reduce-only intrabar ATR trailing stop (_submit_stop_market) that triggers inside the bar in the platform's simulated venue. It is not an exchange-resting order, and the idea does not need offline protection. Risk control route (b): signal exit plus capped sizing, with no position above 25% of equity and gross exposure up to 100% at 1x leverage. The trailing stop is an additional protection, not route (a). Pure OHLCV for signals. Bybit funding is used only for cost accounting.