A LONG-SHORT directional strategy that trades ONLY BTCUSDT.BINANCE — the single asset whose directional momentum has actually survived here (the one paper-stage strategy is BTC momentum; every alt directional trend is 0/213) — but replaces the winner's SECOND-TIMEFRAME confirmation with a genuinely different, orthogonal filter: ALT-COMPLEX BREADTH. The core insight is that a BTC trend has staying power when the broad altcoin complex PARTICIPATES, and is a fragile, whipsaw-prone head-fake when BTC moves alone while alts diverge. So the strategy computes, from ~8 liquid alts (ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK), the FRACTION trading above their own trend, and takes a BTC position ONLY when BTC's own momentum AND alt-breadth agree; it stands FLAT when breadth is neutral or contradicts BTC. This is NOT another dead template: it is NOT a single-timeframe alt trend (traded asset is BTC, the survivor), NOT a mean-reversion fade (L53), NOT a cross-sectional rank rotation (L52 — nothing is ranked or rotated; breadth is a scalar regime filter and only BTC is traded), NOT a squeeze breakout (L54), NOT a non-price feed gate (L46 — breadth is PRICE-derived, and BTC momentum clears fees on its own; breadth only reduces whipsaw, exactly as the winner's 2nd timeframe does). It is distinct from the in-pipeline BTC dual-timeframe confluence (2nd TIMEFRAME confirm) and the ETH/BTC ratio momentum (a spread) by using a cross-sectional BREADTH regime filter on a single BTC directional book. Multi-instrument data (fills the multi bucket) and long-short (fills the under-weight direction bucket). Three parameters only.