A dollar-neutral CROSS-SECTIONAL (relative-strength) momentum basket across ~10 ESTABLISHED, confirmed-full-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, DOGE, ADA, LTC, LINK, BCH). Each rebalance it ranks the majors by trailing risk-adjusted return relative to the cross-sectional average, goes LONG the top relative performers and SHORT the bottom, in equal dollar notional. This is the data-safe salvage of the broad-alt cross-sectional/dual-momentum baskets that died purely on data_unavailable (ATOM/APT/ARB daily bars are missing) — restricting the universe to the established-majors set that the promoted basket proved is reliably backtestable removes the exact failure mode while preserving the logic. It is a genuinely distinct factor from the factory's promoted TIME-SERIES (absolute) momentum basket: cross-sectional momentum is ALWAYS dollar-neutral (long the strongest relative, short the weakest) regardless of the broad market's direction, so in a synchronized bull it stays market-neutral whereas the absolute-momentum basket goes net-long — making it a complementary, low-correlation sleeve, not a duplicate. It avoids every refuted class (no basis/ratio MR, no funding/carry, no intraday breakout, no options) and every blocked surface (alt-data gaps, Hyperliquid, COIN-M, Deribit, liquidations, multi-leg funding) by using only majors' daily OHLCV. Market-neutral construction improves the portfolio's most-skewed dimension (87% long-only), multi-instrument scope is under-represented vs single-symbol (72.6%), and weekly rebalance keeps fees low. Few parameters resist overfitting.