A LONG-ONLY, weekly-rebalanced cross-sectional rotation over a 10-name deep-history BINANCE USD-M universe (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT, LINKUSDT, ADAUSDT, XRPUSDT, DOGEUSDT, LTCUSDT) whose sort signal is REALIZED VOLATILITY — explicitly a signal no promoted basket uses (the deployed cross-sectional winner ranks by relative-strength return; the deployed carry baskets rank by funding), satisfying L24's requirement for a genuinely new input rather than a re-weighting of relative strength. Each week it ranks the universe by trailing realized volatility (std of daily returns over a lookback) and holds the 4 LOWEST-vol names equal-weight. Mechanism/edge = the low-volatility / betting-against-beta anomaly: investors systematically overpay for high-volatility 'lottery' assets (in crypto, the meme/high-beta alts), so the lower-volatility names deliver superior RISK-ADJUSTED returns. Crucially, unlike raw-momentum rotation this tilt is DEFENSIVE — in high-vol/bear regimes the sort concentrates into the steadiest majors (BTC, ETH, LTC) and rotates AWAY from the high-beta alts that crash hardest, which is the same rotate-away-from-the-worst mechanic that let the deployed long-only momentum basket survive 2022 rather than the −60% death of the vol-managed long basket. It reuses the ONE long-only structure proven to survive here (weekly K-of-N rotation → sandbox-certifiable trade count, low turnover so fee-viable), on pure OHLCV with no data wall. It is NOT single-name MR/reversal (the confirmed-dead family), NOT funding carry (mapped/saturated), NOT options (L23), NOT a market-neutral L/S basket (L12 fee wall — this is long-only), NOT trend-following, and NOT a relative-strength rotation duplicate (different sort signal, different risk profile). 2 core parameters (vol lookback, number of held names).