A LONG-ONLY (always-long-ONE-asset or flat) cross-asset REGIME-ROTATION strategy on the USEQ venue, rotating a single 100%-notional sleeve between the equity index ETF SPY (risk-on) and a defensive government-bond ETF TLT (risk-off), stepping to CASH when neither is trending. This is a deliberate FIVE-AXIS pivot away from everything currently saturating the portfolio: (1) VENUE — USEQ is 0.5% of 2922 experiments vs a BINANCE that is 70.8% (target <=40%); this is the single most under-represented venue with real data behind it. (2) MECHANISM — not momentum-confluence, not funding/OI/liquidation gating, not VWAP reversion, not cross-sectional rank rotation, not options VRP — all documented dead classes. It is the risk-on/risk-off defensive-rotation archetype explicitly endorsed as 'the most robustly backtestable strategies in the whole factory' because of decades of daily history. (3) DATA — pure daily OHLCV, ZERO supplementary feeds (the highest-survival tag family at 3%), so no data_unavailable/data_wall risk. (4) HORIZON — long_term with regime holds measured in MONTHS, so turnover is ~2-4 switches/year/sleeve and fee/impact drag is negligible on a commission-free venue. (5) OVERFIT DEFENSE — only TWO parameters and a multi-decade daily backtest window, the direct antidote to the #2 killer (371 overfit deaths, all short-history/high-param curve fits). The core insight the meta-learner has NOT killed: equities carry a persistent equity-risk-premium in trending regimes and a flight-to-quality bid into bonds during sustained equity downtrends, and a slow trend filter harvests the ERP while side-stepping the deep bear leg. The known 2022 failure mode (stocks AND bonds fell together) is defended structurally: the defensive sleeve is only held when TLT is ITSELF in an uptrend, otherwise the strategy sits in cash rather than blindly buying bonds.