A LONG-ONLY, MULTI-INSTRUMENT, cross-sectional momentum rotation across the 11 S&P sector SPDR ETFs (XLK, XLF, XLE, XLV, XLY, XLP, XLI, XLB, XLU, XLRE, XLC), traded on the commission-free USEQ venue on 1-DAY bars. This is a DELIBERATE mechanism/asset-class pivot away from the flagged AAVE dual-timeframe crypto momentum-confluence idea (which died overfit, similarity 0.865) and away from the entire saturated single-instrument crypto trend family (L91/L92). Instead of one high-vol crypto symbol, the edge here is BREADTH: ranking a wide, economically-distinct cross-section and holding only the strongest names. This directly addresses why the 25-name beta-neutral residual-momentum book failed (its small, beta-stripped cross-section collapsed the quintile spread, per the 2026-09-07 UseqResidualMomentum abandon) — sector SPDRs are the classic momentum cross-section with a demonstrably wide and persistent leader/laggard spread, and this is a RAW (not beta-neutralized) long-only tilt, so the spread is not stripped away. An absolute-momentum overlay (rotate to a cash/treasury proxy when even the leaders are negative) prevents the strategy from being fully invested through bear markets — the failure mode of naive relative-momentum. Decades of split-adjusted daily history make this the most robustly walk-forward-validatable family in the factory. This is NOT a USEQ classical-anomaly port (L74 covers calendar/seasonality/dual-TF-trend/sector-reversion/staples-pairs) — it is cross-sectional relative-strength breadth, the one equity archetype the prompt lists first and that recent runs (CrossAssetDefensiveDualMomentumEtfRotation, MacroThreeAssetMomentumRotation) show surviving into optimization.