A long-short, multi-instrument lead-lag convergence strategy on DOGEUSDT.BINANCE and ADAUSDT.BINANCE — both confirmed testable per recent pipeline successes. Structurally distinct from every prior portfolio strategy: not pairs cointegration (statistical equilibrium), not cross-sectional MR (symmetric ranking), not Keltner range trading (single-instrument), not vol-targeting (sizing). This is a DIRECTIONAL CROSS-ASSET INFORMATION TRANSMISSION strategy — when one asset leads a directional move, the OTHER (laggard) tends to converge in the same direction within 1-3 bars. The mechanism (Lo-MacKinlay 1990 'When Are Contrarian Profits Due to Stock Market Overreaction?'; Hou-Moskowitz 2005 'Market Frictions, Price Delay, and the Cross-Section of Expected Returns'; Caporale et al 2018 crypto-specific extension): in correlated-asset universes, attention/flow disparities cause one asset to react faster to common-factor news. Within memecoin/alt-L1 pairs like DOGE-ADA, DOGE (higher attention beta) typically leads ADA on cycle-rotation moves; ADA (slower flow) plays catch-up. By detecting a large 1H DOGE move and trading the SAME direction on ADA, the strategy captures the information-transmission edge. Symmetric: if ADA moves first (rarer but happens during ADA-specific events), the strategy trades DOGE in ADA's direction. Single-bar entries with tight time-based exits prevent the strategy from being trapped if the lead-lag fails to materialize. Uses ONLY DOGE and ADA 1H bars — both confirmed working. Fills critical gaps: (1) NEW mechanism class (lead-lag convergence, not present in portfolio), (2) MULTI-INSTRUMENT scope (extends 19.4% pairs/multi category), (3) LONG-SHORT direction (15.2% → toward 45%), (4) SHORT-HORIZON timeframe (mid_30m_2h at 10.6% — under-quota), (5) confirmed-testable instruments (avoids audit_stale across majors). Position sizing: 12% of equity per trade. Risk per trade: 0.8% of equity capped by tight time-based ATR stop.