Dual-Momentum Long-Short Basket Across Majors (Relative-Strength Rank ∩ Absolute-Trend Filter, Binance USD-M Futures, Pure OHLCV, Weekly Rebalance)

A LONG-SHORT, MULTI-INSTRUMENT DUAL-MOMENTUM basket across ~10 confirmed-full-history Binance USD-M major perpetuals, combining the two momentum signals this session validated into their documented most-robust INTERSECTION. It holds a name only where RELATIVE strength (cross-sectional rank) and ABSOLUTE trend (own price trend) AGREE: LONG the top-K relative-momentum names that ALSO have positive absolute momentum; SHORT the bottom-K relative-momentum names that ALSO have negative absolute momentum. This is genuinely distinct from the two pure momentum baskets already in the portfolio: vs the CROSS-SECTIONAL (relative-only, dollar-neutral) basket it ADDS the absolute-trend filter (regime/crash protection that pure relative momentum lacks); vs the ABSOLUTE (own-trend-only) basket it ADDS relative-strength concentration into the top/bottom-K (conviction the pure absolute version lacks by holding every name). EVERY design choice respects this session's binding lessons: (1) MOMENTUM direction -- the only validated edge (cross-sectional momentum basket positive and in optimization; every fade anti-predictive). (2) FUTURES venue -- SPOT strategies repeatedly hit a recurring sizing/accounting bug this session (>100% position, impossible single-day returns); USD-M futures size cleanly as discrete trades, and allow the short leg. (3) NO funding/supplementary data -- funding_rates ends ~2024-12 (empty 2025-26 holdout) and all eight supplementary-stream-primary attempts died on data coverage; this is PURE OHLCV. (4) DIVERSIFIED BASKET, not single-asset -- single-asset momentum/funding edges do NOT transfer to higher-beta alts (funding-trend died on SOL/BNB); the basket form is what makes momentum robust. (5) DUAL FILTER = crash protection -- the absolute-trend gate means in a broad bull more longs qualify (net-long tilt) and in a broad bear more shorts qualify (net-short tilt), the regime awareness pure dollar-neutral cross-sectional momentum lacks. (6) DENSE firing -- weekly rotation across ~10 names is a distributed trade stream (no rare-conjunction trade-starvation, the Bollinger-squeeze death). (7) LET-TRENDS-RUN exits, not small-TP/big-SL (the losing-by-construction flush-bounce payoff). Intentionally minimal: 3 tunables (momentum_lookback, abs_mom_period, top_k).