A LONG-SHORT, two-instrument intraday LEAD-LAG momentum on Binance USD-M perps: BTCUSDT.BINANCE is the information LEADER (signal source only, never traded) and SOLUSDT.BINANCE is the FOLLOWER we trade. This is NOT cross-sectional rank-and-rotate (L32 exhausted class), NOT ratio mean-reversion (ETH/BTC fade died 'other'), NOT funding/options/liquidations (all dead), and NOT single-name VWAP/Keltner reversion (saturated). The mechanism is crypto-native microstructure: BTC leads the market's information flow, and higher-beta L1 alts re-price the same macro impulse with a lag due to fragmented liquidity and slower participant attention. When BTC makes a large volatility-normalized move over a short window but SOL has captured only a fraction of its beta-expected co-move, we enter SOL in BTC's direction and harvest the catch-up. OHLCV-only on two liquid majors (both have full multi-year catalog history — no data_unavailable risk; no_supplementary_data is the best-surviving tag family at 4%). Deliberately routed to fill three under-represented buckets at once: pairs scope (13.6%), long_short direction (13.8%), and short_1m_15m horizon (8.8%). Only 3 parameters (BTC impulse z-threshold, catch-up ratio, max-hold bars) to resist the 248 overfit deaths; beta is estimated on a rolling window, not tuned.