IMPORTANT PROCESS NOTE: my two prior abstain 'directives' were force-coded by the developer and wasted iterations — so this is a REAL, codeable strategy, not a meta-note. It is the single most-defensible remaining proposal: reuse the strongest LIVE, non-options, non-decayed deployed winner — the cross-sectional relative-strength momentum rotation (Sharpe 2.6) — and add the one genuinely new, L24-sanctioned signal input it does NOT currently use: FUNDING, as a CROWDING RISK-FILTER. Mechanism: weekly, rank the 8 deep majors (BTC, ETH, SOL, BNB, AVAX, LINK, ADA, XRP) by trailing relative strength exactly as the deployed winner does, but EXCLUDE from the held set any momentum-leader whose current 8h funding is extreme-positive (over-leveraged long crowd = fragile, disproportionately prone to a long-liquidation blowoff), substituting the next-ranked non-crowded name. The thesis: momentum leaders that are ALSO over-crowded on leverage give back the most in the sharp mean-reversions that cap momentum-strategy drawdowns; filtering them keeps the proven momentum edge while trimming its worst tail. This is NOT a re-weight of relative strength (L24's duplicate caution) — it adds a distinct funding-based EXCLUSION the deployed basket lacks; NOT a funding-CARRY strategy (funding is a filter, not the return source, so it is immune to the funding-carry decay); NOT order flow (fee-dead), NOT options, NOT pure single-signal OHLCV. The return engine is the LIVE momentum premium; funding only removes fragile names. Long-only, diversified (equal-weight top-3), weekly, USD-M. 2 core parameters (momentum lookback, funding-crowding exclusion threshold).