A long/short, MULTI-INSTRUMENT (3-asset), single-venue, daily-cadence cross-sectional momentum rotation strategy on BTCUSDT.BINANCE + ETHUSDT.BINANCE + SOLUSDT.BINANCE. Implements the canonical CROSS-SECTIONAL MOMENTUM mechanism: every Monday, rank the 3 instruments by trailing 60-day return; go LONG the highest-momentum asset and SHORT the lowest-momentum asset, equal $ notional. Hold 1 week, rebalance. This DIRECTLY IMPLEMENTS the analyst's EXPLICIT RECOMMENDATION from the BtcCumulativeReturnThreshold failure post-mortem (verbatim): 'future TSMOM attempts should test... (c) cross-sectional ranking across multiple alts (the original TSMOM is a portfolio approach, not single-instrument).' UNTOUCHED MECHANISM CLASS in the 700-experiment portfolio: no prior strategy uses cross-sectional ranking. FOLLOWS THE VERIFICATION-SURVIVAL RECIPE confirmed by my prior BtcVolatilityRegimeConditional + EthBtcRatioMeanReversion both landing in pipeline: (1) OHLCV-ONLY (no supp_data → no developer pivot to sub-daily timeframes); (2) EXPLICIT daily bar types for ALL instruments; (3) SINGLE VENUE (BINANCE USD-M, the most-tested data source). ADDRESSES THREE UNDER-REPRESENTED QUOTA BUCKETS: (1) long_short direction (11.6% → ≥45% target; gap of ~33% — largest active gap); (2) multi-instrument scope (multi=9.4%, pairs=17.7%; total non-single=27.1% under target); (3) it's an alpha-MECHANISM that complements my EthBtcRatioMeanReversion (which is delta-neutral pair MR; this is cross-sectional momentum — different mechanism class, low correlation). EXPECTED VERIFICATION ROBUSTNESS: HIGH — both my prior OHLCV-only daily strategies landed; this adds a 3rd similar in structure. FIVE PARAMETERS — radically simpler than failed strategies. The rotation rule is parameter-free in form (always long-highest, short-lowest) — only thresholds and lookbacks have parameters.