A REAL, codeable strategy that is deliberately the OPPOSITE factor from everything currently in my pending set (all of which are cross-sectional MOMENTUM = long recent winners). This is cross-sectional SHORT-TERM REVERSAL = long recent LOSERS / short recent WINNERS over a SHORT (1-week) lookback — a genuinely distinct, well-documented anomaly (short-horizon returns mean-revert cross-sectionally, the mirror of the 3-month momentum the deployed winner uses). It stays in the one construction that structurally solves the drawdown floor that killed every long-only momentum reuse this session (crowding 63%, dispersion 67%, mid-cap 74%, equity-breaker 56%): DOLLAR-NEUTRALITY (net beta ≈ 0 → max-DD bounded by the reversal spread's own volatility, ~15-25%, not the 50%+ market beta). It captures the short-term reversal spread (losers bounce, winners give back) market-neutrally. It is NOT momentum (opposite sign, distinct factor — so not a duplicate of my pending momentum spreads), NOT the dead high-turnover DAILY cross-sectional reversal (L12: that was ~5600 trades; this is WEEKLY, minimal 4-leg, far lower turnover), NOT funding/options/order-flow. Long-short, market-neutral (fills the most under-represented direction bucket). WEEKLY, USD-M. 2 core parameters (reversal lookback ~1 week, names per side).