A dollar-neutral, cross-sectional mean-reversion strategy on a fixed universe of 6 major Binance USD-M perpetual futures with confirmed clean data: BTC, ETH, SOL, BNB, AVAX, LINK (all USDT-margined). Every 24 hours, the strategy ranks the 6 assets by their trailing 7-day return, goes LONG the 2 worst-performing assets and SHORT the 2 best-performing assets, equal-weighted within each leg, dollar-neutral. Hold 24 hours, then re-rank. The middle 2 assets are excluded. This is the most-academically-documented cross-sectional anomaly: short-term return reversal (Jegadeesh 1990, Lo & MacKinlay 1990, Hubrich 2018 for crypto-specific evidence). The mechanism: when one asset in a basket outperforms peers in a 1-30 day window, profit-taking flows from longs, rebalancing flows from index/basket-tracking capital, and contrarian flows from value-oriented participants together push the asset back toward the basket mean. Symmetrically, the under-performer benefits from buyer reentry. Directly responds to the analyst's prescriptive recommendation from this session: 'prioritize cross-sectional mechanisms, not directional momentum, for the current regime' — cross-sectional dispersion has INCREASED in 2024-2026 as the major basket decorrelated, creating MORE edge for cross-sectional strategies. Distinct from CrossSectionalMeanReversion3Major (which uses HL + funding-rate ranking + 8h cycle): this uses BINANCE USD-M + 7-day return ranking + 24h cycle. Two complementary cross-sectional strategies on orthogonal signals. Fills FIVE under-represented buckets: long-short direction (13.9% → toward 45%), multi-instrument scope (7.1% → grow), cross-sectional mechanism class (the only one confirmed working), portfolio diversifier vs directional strategies, and BINANCE-USD-M-only (clean data, no failure mode). Position sizing: 12% of equity per long leg × 2 + 12% per short leg × 2 = 48% gross exposure, dollar-neutral. Risk per trade: ~1% of equity from daily dispersion volatility.