A market-neutral (dollar-neutral) CROSS-SECTIONAL MOMENTUM rotation across a fixed basket of the most liquid, longest-listed Hyperliquid perpetuals (target universe: BTC, ETH, SOL, BNB, AVAX, LINK, ARB, DOGE, LTC, APT on HYPERLIQUID; any symbol lacking full daily history over the test window is excluded at runtime, not substituted). Mechanism: this is a relative-strength rotation, NOT a single-asset trend or a VWAP/threshold mean-reversion (explicitly disjoint from the abandoned VWAP-excursion-MR class and the premium-index/funding classes). At each weekly rebalance, rank every universe member by its trailing N-day total return; go LONG the top-k strongest and SHORT the bottom-k weakest, equal-weighted within each leg and sized so the long notional equals the short notional (delta/dollar-neutral). Hold for one week, then re-rank and re-form the book. Uses ONLY daily OHLCV bars — no funding, options, premium-index, or tick data, so it is immune to the Jan-2023 funding-catalog data gap and the options multi-leg tooling gap that sank recent hypotheses. Targets the three most under-represented portfolio buckets simultaneously: HYPERLIQUID venue (5.1% vs >=20% target), long_short direction (12.6% vs <=55% long-only cap), and multi-instrument scope (9.3%). Daily bars are chosen deliberately to maximize Hyperliquid's usable history (the ~5,000-candle per-interval cap yields full coverage at 1d, ~2.5 years given HL's launch, vs the ~7-month 1H / ~58-day 15m caps that data-blocked prior HL hypotheses).