A MARKET-NEUTRAL (dollar-neutral, roughly beta-neutral) LONG-SHORT PAIR trade between two tightly co-moving high-beta layer-1 perpetuals: SOLUSDT.BINANCE (primary) and AVAXUSDT.BINANCE (secondary). The idea is deliberately NOT another single-name directional trend (the factory's one surviving recipe is saturated on majors and L91 warns against symbol-swapping it) and NOT a beaten dead class. Instead it isolates the ONE thing that repeatedly survives here -- trend/momentum -- but expresses it in RELATIVE space between two names that share almost all of their market beta, so the shared crypto-market factor cancels and only the idiosyncratic L1-vs-L1 divergence is traded. Each DAILY bar we compute each leg's intermediate skip-window relative return (return from t-45d to t-5d, i.e. skip the most recent 5 days to avoid short-term reversal contamination). We go LONG the stronger name and SHORT the weaker name, sizing each leg to EQUAL DOLLAR notional and inverse-realized-vol so the two legs carry comparable risk and the book is ~beta-neutral. A DEADBAND on the relative-return spread (only flip/enter when |spread| exceeds a threshold in vol-normalized units) plus a minimum holding period keeps turnover low so fee drag stays well under the captured edge. This is a pairs-scoped, long-short, market-neutral design that fills three under-represented buckets at once (long_short 14.5%, pairs 14%, and market-neutral is absent among the promoted winners) while staying on the deepest-liquidity venue to keep market impact -- the killer that sank the Bybit TSMOM clones at 66% impact_cost / $227k capacity -- negligible for a $100k book.