Cross-Sectional 14-Day Momentum Rotation on Top Alt Perps (Weekly Rebalance)

Hypothesis

A long-only multi-instrument cross-sectional momentum strategy on Binance USD-M perpetuals. Every Monday 00:00 UTC, rank a basket of 5 liquid perps (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT) by their trailing 14-day total return. Hold equal-weighted long positions in the top 2 ranked symbols for one week, then re-rank and rotate. Uses ONLY daily OHLCV bars — no funding, no L/S ratios, no liquidations. The cross-sectional structure (relative ranking) is structurally more robust than time-series momentum because the strategy is always taking SOME position regardless of absolute market direction, and the ranking mechanism naturally adapts to whichever assets are leading the current regime. Distinctly different from existing portfolio: every current strategy is single-instrument or pairs (2 symbols); this is the only 5-symbol rotation, and the only cross-sectional approach.