A LONG-ONLY, multi-instrument trend-following overlay on the three spot majors where the factory's trend edge is EMPIRICALLY VALIDATED — BTCUSDT, ETHUSDT, SOLUSDT on BINANCE_SPOT. Each asset is an INDEPENDENT, FIXED-WEIGHT sleeve: when that asset's own daily trend is up it is held at its fixed target weight; when its trend is down the sleeve sits in USDT (cash). Multiple sleeves are held SIMULTANEOUSLY at fixed weights — this is deliberately NOT a single-position rotation book, which dodges the HIGH-PRIORITY engine accounting bug the analyst just flagged (the dual-momentum ROTATION run produced impossible 1180%-position / +80,644%-day metrics because the engine mis-accounts equity/return for SINGLE-POSITION multi-instrument ROTATION strategies; a fixed-weight book that holds several positions at once is the normal multi-position case and is not implicated). It is engineered around every other lesson in the failure log: (1) asset-selectivity — it uses trend ONLY on BTC/ETH/SOL, the high-beta majors that trend cleanly, and explicitly NOT laggard/range-bound alts like LTC where TS-momentum was just decisively falsified (16.8% win rate, account wipeout); (2) event risk — it is LONG-ONLY with NO leverage and a cash filter, so it can never be short into an intraday news pump (the mechanism that wiped the XRP short -95% in a day), and it is diversified across three names so no single asset dominates; (3) regime risk — the absolute-trend cash filter moves each sleeve to USDT in its own downtrend, sidestepping the bear-market drawdowns that sink naive long-only crypto; (4) no fragile data — pure OHLCV (no OI/funding/options/microstructure data walls); (5) fees — weekly decision cadence + fixed weights = low turnover, so the ~0.20% spot round trip is immaterial. It fills the under-weight, highest-survival BINANCE_SPOT venue (9.5% vs ≥15% target) and the multi-instrument scope, with a tiny parameter count (2).