A MARKET-NEUTRAL, MULTI-INSTRUMENT strategy that ports the EXACT mechanism behind this factory's only promoted strategy — dual-timeframe momentum CONFLUENCE with flat-on-disagreement (BtcDualTimeframeMomentumConfluence, Sharpe ~1.99) — from a single-name BTC directional bet into a cross-sectional, beta-neutral form. This is materially distinct from my in-pipeline plain cross-sectional momentum factor (which ranks every name on ONE horizon): here a name is ELIGIBLE only when its FAST (30-day) and SLOW (100-day) momentum AGREE in sign, and names in horizon-conflict are excluded entirely — the confluence filter that empirically lifts the edge and cuts the whipsaw/momentum-crash names. It stays outside every graveyard family: NOT single-name absolute trend (L62's 0.003-survival class — this is beta-neutral relative), NOT diversified TSMOM (always-in absolute; this is long-short flat-on-disagreement), NOT the falsified cross-sectional REVERSAL (opposite sign, dual-horizon, skips the 1-week reversal window), NOT calendar, NOT options (which all die on Layer-3 timeouts), NOT funding/OI, NOT the always-in multi-factor composite of L60 (single mechanism, sign-agreement gate). MECHANISM: momentum persists most reliably in names where SHORT- and LONG-horizon trends CONFIRM each other; requiring agreement filters out choppy/turning names (the ones that drive momentum-factor crashes), so the surviving long-winner / short-loser book has a cleaner, more persistent edge, run dollar- and beta-neutral to strip market exposure. DATA (named per L61, all present, TIMEOUT-SAFE): BINANCE USD-M 1D OHLCV for the universe only — both momentum horizons and beta are O(1)-per-bar incremental statistics, NO full-series rescans, NO supplementary feed, NO options surface. Only 3 tunable parameters (fast_lookback, slow_lookback, quintile_fraction).