A dollar-neutral, cross-sectional anomaly strategy on 5 major Binance USD-M perpetuals (ETH, SOL, BNB, AVAX, LINK — all confirmed clean OHLCV data) that captures the DIVERSIFICATION PREMIUM (Markowitz 1952, Sharpe 1964, Black-Litterman 1992 applied cross-sectionally). Every 24 hours, the strategy computes each alt's trailing 30-day rolling correlation to BTC daily returns, ranks the 5 assets by this correlation, goes LONG the 2 assets with the LOWEST correlation (most diversifying, least hedgeable) and SHORT the 2 with the HIGHEST correlation (most BTC-like, easily hedgeable). Equal-weighted within each leg, dollar-neutral, hold 24h, re-rank. The middle 1 asset is excluded. This is the FOURTH in the cross-sectional series, on a FUNDAMENTALLY DIFFERENT signal axis from the prior three: DailyCrossSectional7DReturnReversal ranks by recent direction, DailyCrossSectionalLowVolAnomaly ranks by recent magnitude, DailyCrossSectional60DayDrawdownReversal ranks by position vs peak — all are properties of a SINGLE asset's price series. This strategy ranks by a STATISTICAL RELATIONSHIP between two series (each alt vs BTC), making it genuinely orthogonal to the prior three. The Diversification Premium thesis: low-correlation assets earn higher expected returns because they're harder to hedge with the market benchmark (BTC, in crypto) and therefore require a premium to attract holders. High-correlation alts are essentially leveraged BTC plays and trade at a 'BTC discount' relative to their fundamentals. Uses ONLY BINANCE USD-M perp daily bars — no supplementary data, no spot, no options, no HL — avoiding EVERY confirmed failure mode this session. Fills FIVE under-represented buckets: long-short direction (14.3% → toward 45%), multi-instrument scope (8.0% → grow), cross-sectional mechanism class (the only confirmed winner), portfolio diversifier via novel signal axis, and OHLCV-only data dependency. Position sizing: 12% per leg × 4 legs = 48% gross exposure, dollar-neutral. Risk per trade: ~1% from cross-sectional correlation-spread volatility.