A long-only, multi-instrument rotation strategy on the two largest crypto majors (BTCUSDT.BINANCE and ETHUSDT.BINANCE) at Daily timeframe. The mechanism: each day, compare BTC vs ETH 20-day return (relative-strength comparison), hold the stronger asset, switch only when relative strength reverses by a hysteresis margin (prevents whipsaw). Gate by an asset-specific trend filter (close > 50-day SMA on the held asset) — if neither asset is in its own uptrend, hold cash. This directly executes the analyst's EXPLICIT recommendation from the ADAAroonTrendStrength abandon feedback: 'MULTI-INSTRUMENT [signal] (cross-asset trend strength comparison)' — applied to the two majors with the most reliable Daily bar availability. Distinct from every existing pipeline entry: (a) NOT a single-instrument strategy (multi-instrument scope at 8.8% vs target — directly fills the under-quota bucket); (b) NOT a Donchian/breakout, volume-spike, basis, or oscillator strategy (those are all single-asset or basis-mechanisms); (c) IS a relative-strength rotation — a mechanism class with extensive crypto-relevant literature (Liu-Tsyvinski 2018, Cohen-Frazzini 2008 adapted to crypto by Greer 2021) but ZERO presence in our current portfolio. Long-only because both legs are crypto majors with documented positive long-term drift, the trend gate prevents holding in downtrends (Keltner-failure-lesson), and short-only directional on crypto majors has been empirically refuted (-2.6 Sharpe gap vs longs). Only Daily bars used — avoids 4H audit_stale infrastructure risk (EthDailyGoldenCrossMomentumLong validates ETH Daily works, multiple BTC strategies validate BTC Daily works).