A LONG-SHORT, MULTI-INSTRUMENT, macro-horizon time-series (absolute) momentum book across five low-correlation, decades-of-history US ETFs spanning distinct macro risk factors: SPY (US equity), TLT (long Treasuries), GLD (gold), DBC (broad commodities), EFA (developed intl equity). Each instrument is INDEPENDENTLY held LONG or SHORT by the sign of its OWN 6-month (126 trading-day) trend, inverse-volatility weighted so no single asset dominates, rebalanced monthly (every ~21 daily bars). This is the classic AQR/Moskowitz 'Time Series Momentum' managed-futures construct, DELIBERATELY relocated off crypto perps (where L77 killed it purely on fee drag: the 6-perp vol-targeted TSMOM died fee_edge despite Sharpe 0.84) onto USEQ, where commissions are ZERO (~0.02-0.05% RT spread+impact on these hyper-liquid ETFs) and daily history runs DECADES — deep enough for walk-forward + holdout without curve-fitting. It is a genuinely different construct from the risk-on/off ROTATION strategies already in the pipeline (SPY/TLT/GLD hysteresis switches, three-asset cash-escape): those pick ONE winner and flee to cash; this holds every asset simultaneously long OR short by its own trend, capturing crisis-alpha from the SHORT legs (short SPY + long TLT/GLD in a 2008/2020/2022-style drawdown) that a long-only rotation cannot access.