A dollar-neutral, daily cross-sectional momentum basket across ~10 established, confirmed-full-history Binance USD-M majors (BTC, ETH, SOL, BNB, XRP, DOGE, ADA, LTC, LINK, BCH) using the 52-WEEK-HIGH PROXIMITY signal (George & Hwang) rather than trailing-return momentum. Each asset is scored by how close its current price trades to its trailing ~1-year high (proximity = close / trailing-252-day high, near 1.0 = at its high); the basket goes LONG the majors nearest their highs and SHORT those furthest below, in equal dollar notional. This is a documented STANDALONE momentum anomaly that is empirically only partially correlated with return-based momentum — assets near their highs continue to outperform (anchoring/under-reaction to good news) — so it is a genuinely distinct signal from the factory's promoted return-based trend basket, the cross-sectional RETURN-rank basket (mine, pending), and the Donchian BREAKOUT (continuous proximity state vs a break event). It stays strictly inside the only validated edge family (DAILY momentum on established majors — intraday/short-only/MR/long-horizon variants all refuted), uses pure majors' daily OHLCV (data-safe — broad-alt/HL baskets die on data), and is engineered to dodge BOTH recurring failure modes: (1) a single FROZEN parameter (the high window) so the walk-forward optimizer has nothing to over-concentrate on (the overfit-collapse fix), and (2) NO vol-targeting leverage scalar and NO uncapped inverse-vol weights — equal-ish capped sizing with gross hard-capped at 1.0× (the leverage-explosion fix). Market-neutral construction improves the 87%-long skew; weekly rebalance keeps fees trivial.