A MARKET-NEUTRAL (dollar-neutral) LONG-SHORT, two-instrument, pure-OHLCV relative-momentum strategy that rotates between two HIGH-BETA alt majors — SOL and ETH — based on the MOMENTUM of the SOL/ETH ratio: long SOL / short ETH dollar-neutral when SOL is trending stronger, flip to long ETH / short SOL when ETH leads. It is the fee-viable evolution of my ETH/BTC relative-momentum idea: ETH and BTC are too correlated, so their ratio swings are small and a relative-value trade risks fee_edge (the ETH/BTC reversion version died at ~0.01%/trade). SOL/ETH is a much HIGHER-DISPERSION pair — SOL's beta and idiosyncratic swings make the SOL/ETH ratio move 15-40% across regimes — so each relative-momentum leg captures a large move that clears the two-leg fee comfortably. It is built on the session's exhaustive evidence: single-name directional edge is absent on alts and all supplementary confirms fail on coverage/edge, so this is a market-NEUTRAL relative bet using ONLY pure OHLCV (the only reliably measurable, coverage-complete data) that hedges out the crypto beta which makes single-name direction so fragile. It trades WITH the ratio's regime drift (SOL-outperformance vs ETH-outperformance cycles), the momentum sign — NOT reversion (which died fighting the drift) — and is NOT the L32-banned 8-major cross-sectional rotation (it is a minimal 2-asset construction with a distinct thesis). DELIBERATELY 2-PARAMETER (momentum lookback + deadband) to resist overfit. Daily bars with a deadband keep turnover low for fees yet frequent enough (~40-80 rotations over multi-year history) to be measurable. It fills the under-target LONG-SHORT (13.3%), market-neutral, and pairs-scope buckets.