A LONG-SHORT, single-traded-leg, pure-OHLCV time-series-momentum strategy on ETCUSDT.BINANCE USD-M perpetual (4H bars, 2020-01-16 -> today = 6.6 years, ~14.5k bars), where the ONLY conditioning variable is CROSS-SECTIONAL MARKET BREADTH: the fraction of a 6-name major-perp complex (BTC, ETH, BNB, XRP, ADA, LTC — all USD-M, all DAILY bars, all SIGNAL-ONLY and never traded, so they cost zero fees) that is currently in an up-trend on its own daily clock. Why this is a genuinely NEW mechanism and not a re-skin of the four survivors: the surviving family conditions directional momentum on something derived from the SAME instrument's own tape — a volume surge, its own slower clock, its own funding print. Breadth is an EXTERNAL, cross-sectional state variable measuring whether crypto is in a market-wide directional regime or in idiosyncratic chop where a single alt's 7-day return is noise. It is explicitly NOT the market-neutral/residual reformulation that lesson L95 kills: the traded exposure stays OUTRIGHT directional, there is no second fee-paying leg and no spread to hold stationary (so L96 does not bite). ETCUSDT.BINANCE has never been traded by this factory and its ~5%/day vol is what makes per-trade capture clear the 0.10% round trip. Three parameters only; breadth is O(1) per bar and uses NO supplementary data, so the Layer-3 sandbox timeout that killed the BTC OI/funding z-score hypothesis cannot occur.