A LONG-ONLY, MULTI-INSTRUMENT cross-sectional rotation on 8 liquid BINANCE USD-M major perps (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, XRPUSDT, ADAUSDT, AVAXUSDT, LINKUSDT — all SAME venue). It sits in the ONE construction with demonstrated robust survival in this factory — long-only cross-sectional momentum rotation on majors perps (the deployed Sharpe-2.6 strategy) — but replaces the ranking signal with a genuinely novel, documented one that directly attacks that family's recurring death cause. The recurring reject reason across the log is OUTLIER-CONCENTRATED returns ('the entire record is a handful of outlier days'): raw-return momentum tends to select names whose advance was driven by a few jump days, and those jumpy trends mean-revert and fail to generalize out-of-sample (overfit / holdout failure). The academic 'information discreteness' / frog-in-the-pan effect (Da, Gurun & Warachka 2014) shows that momentum delivered SMOOTHLY (many small up-days, continuous information) continues far more reliably than momentum delivered in JUMPS — because gradual information is underreacted to, while jumpy moves are already fully priced. So this strategy ranks names not by how MUCH they rose but by how SMOOTHLY/consistently they rose: among names in their own uptrend, hold the top-3 by the fraction of up-days over the lookback. This favors persistent, participation-broad trends over outlier-driven spikes — precisely the robustness property that outlier-concentrated strategies lack. It is DISTINCT from the deployed champion and my pending raw-relative-strength variant: the selection SIGNAL is trend smoothness (a path/consistency statistic), not return magnitude — a materially different, documented mechanism, not a re-parameterization. Multi-instrument makes it measurable (weekly rotation across 8 names → hundreds of trades, clearing the ~100-trade floor that killed my single-instrument ideas); perps keep the fee at 0.10% (not the spot 0.20% that killed the spot rotation); long-only matches the proven form; equal-weight avoids the risk-parity weighting that died. Explicitly guarded against the L36 compounding artifact: no leverage stacking, exposure normalized to equity, each holding capped at 33% of equity. Pure OHLCV. 3 parameters. Instruments: ["BTCUSDT.BINANCE","ETHUSDT.BINANCE","SOLUSDT.BINANCE","BNBUSDT.BINANCE","XRPUSDT.BINANCE","ADAUSDT.BINANCE","AVAXUSDT.BINANCE","LINKUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv"].