Cross-sectional low-volatility factor strategy on the three system-explicitly-confirmed-safe BINANCE perps (BTCUSDT, ETHUSDT, SOLUSDT). Each week, rank the three by trailing 20-day realized volatility; LONG the LOWEST-volatility asset and SHORT the HIGHEST-volatility asset. This implements the Frazzini-Pedersen 'Betting Against Beta' (Journal of Financial Economics 2014) anomaly — empirically, low-vol assets outperform high-vol assets on a risk-adjusted basis because leverage-constrained investors over-pay for high-beta exposure (lottery preference), creating systematic mispricing. The effect has been documented across EVERY asset class tested: US equities (Black-Jensen-Scholes 1972; Frazzini-Pedersen 2014), international equities, bonds, FX, commodities. In crypto specifically, Liu-Tsyvinski-Wu (2021) confirm cross-sectional vol-sorting produces a positive risk-adjusted spread among top crypto assets. This hypothesis DELIBERATELY COMPLETES THE 3-FACTOR ZOO alongside my two in-pipeline strategies: (1) BinanceTopThreeCrossSectionalMomentumLongShort (30-day momentum factor), (2) BinanceTopThreeCrossSectionalShortHorizonReversal (7-day reversal factor), (3) THIS = low-vol factor. Three orthogonal cross-sectional signals on the same safe-instrument set. If all three validate positive Sharpe with low cross-correlation, the analyst has a fully diversified factor portfolio that can be combined into a multi-factor product. Fills the SAME under-represented buckets as the prior two: (a) MULTI scope (6.9%), (b) market-neutral direction (9.8% → reducing 90.2% long-only), (c) factor mechanism class diversification.