Dollar-neutral statistical-arbitrage pairs trade on two SAME-SECTOR HYPERLIQUID L1 perps (SOL and AVAX) whose RELATIVE value oscillates within alt-rotation cycles. This is a deliberate reframe of a prior ETH/BTC z-fade that failed because ETH/BTC is NOT a stationary spread (ETH structurally lost ground to BTC for years, so a fixed-window z-fade repeatedly shorted the winner into a trend). The fix is NOT a new narrative pair — it is an ADAPTIVE ADMISSION GATE that only allows positions while the spread is empirically stationary. Pipeline per bar: (1) compute log-spread = log(SOL) - beta*log(AVAX) where beta is a rolling OLS hedge ratio over the lookback (NOT a fixed 1:1 ratio); (2) run a rolling Engle-Granger / ADF stationarity test on the spread over the lookback window — if the spread is NOT stationary (ADF p-value >= 0.05), STAND ASIDE and force-flatten any open position; (3) estimate the Ornstein-Uhlenbeck half-life of the spread, and only admit trades when half-life is in a tradeable band (e.g. ~2-25 days) — reject sluggish or non-reverting regimes; (4) when stationary AND half-life valid, compute the spread z-score and fade extremes. Both legs trade on HYPERLIQUID (~0.045% taker/side, ~0.18% RT for the pair) on DAILY bars, so the HL ~5000-candle limit is a non-issue. Simultaneously advances three of the most-violated portfolio quotas: HYPERLIQUID venue (toward >=20%), market-neutral direction (toward reducing the 91% long-only tilt), and pairs scope.