A long-short, multi-instrument managed-futures basket across ~18 liquid Binance USD-M alt perpetuals that requires TWO momentum signals to AGREE before taking a position — combining the factory's two separately-validated edges into one more-robust construction. Signal A (absolute / time-series): each asset's own trend (the mechanism promoted at Sharpe 1.48). Signal B (relative / cross-sectional): each asset's rank versus its peers (the mechanism in my pending cross-sectional basket). The basket goes LONG a name only if it is BOTH in an absolute uptrend AND top-ranked relative; SHORT only if BOTH in an absolute downtrend AND bottom-ranked; anything where the two disagree is left FLAT. This conjunction is the novel, robustness-adding element: it directly prevents the dominant crypto failure mode that sank the abandoned SOL/AVAX ratio MR (and would sink a naive low-vol short leg) — shorting a name that is actually trending UP — because the short leg fires only on names in genuine absolute downtrends. It is deliberately data-safe: Binance USD-M OHLCV only, the one surface that reliably backtests in this harness (avoiding the Deribit/COIN-M/Hyperliquid-alt/liquidations/multi-leg-funding infrastructure blocks that killed recent novel ideas), and avoids every refuted class (no funding, no basis, no ratio MR, no options). Same-venue, same daily timestamps; few parameters to resist overfitting. Improves the portfolio's most-skewed dimension (87% long-only) with a market-neutral-leaning sleeve, while being distinct from both the promoted pure-time-series basket and the pure cross-sectional basket.