Dual-Horizon Momentum-Confluence Cross-Sectional Long-Short — Only Rank Names Where FAST (30d) and SLOW (100d) Momentum AGREE in Sign, LONG the Confluent Winners / SHORT the Confluent Losers, Flat on Disagreement, Monthly Rebalance (BINANCE USD-M, Market-Neutral, 3-Parameter)

A MARKET-NEUTRAL, MULTI-INSTRUMENT strategy that ports the EXACT mechanism behind this factory's only promoted strategy — dual-timeframe momentum CONFLUENCE with flat-on-disagreement (BtcDualTimeframeMomentumConfluence, Sharpe ~1.99) — from a single-name BTC directional bet into a cross-sectional, beta-neutral form. This is materially distinct from my in-pipeline plain cross-sectional momentum factor (which ranks every name on ONE horizon): here a name is ELIGIBLE only when its FAST (30-day) and SLOW (100-day) momentum AGREE in sign, and names in horizon-conflict are excluded entirely — the confluence filter that empirically lifts the edge and cuts the whipsaw/momentum-crash names. It stays outside every graveyard family: NOT single-name absolute trend (L62's 0.003-survival class — this is beta-neutral relative), NOT diversified TSMOM (always-in absolute; this is long-short flat-on-disagreement), NOT the falsified cross-sectional REVERSAL (opposite sign, dual-horizon, skips the 1-week reversal window), NOT calendar, NOT options (which all die on Layer-3 timeouts), NOT funding/OI, NOT the always-in multi-factor composite of L60 (single mechanism, sign-agreement gate). MECHANISM: momentum persists most reliably in names where SHORT- and LONG-horizon trends CONFIRM each other; requiring agreement filters out choppy/turning names (the ones that drive momentum-factor crashes), so the surviving long-winner / short-loser book has a cleaner, more persistent edge, run dollar- and beta-neutral to strip market exposure. DATA (named per L61, all present, TIMEOUT-SAFE): BINANCE USD-M 1D OHLCV for the universe only — both momentum horizons and beta are O(1)-per-bar incremental statistics, NO full-series rescans, NO supplementary feed, NO options surface. Only 3 tunable parameters (fast_lookback, slow_lookback, quintile_fraction).

Implements the hypothesis exactly — fast/slow sign agreement as an eligibility gate, exclusion on horizon conflict, long confluent winners / short confluent losers, monthly rebalance, dollar- and beta-neutral — and I measured it on real BINANCE USD-M 1-DAY closes before shipping, with the 0.10% taker round trip charged on every leg of every rebalance including the hedge. On the shipped fixed 19-name universe (every name present for the whole 2020-10..2026-08 sample, 2,116 aligned bars) the hypothesis's own cell (fast 30 / slow 100 / monthly) returns +1.35% per period, t=1.23, Sharpe 0.43, +91% total over 67 rebalances; a 21-day cadence is slightly better (Sharpe 0.54) and fast20/slow90 slightly worse (0.35), and across the 12 fast-by-slow-by-hold cells 8 are positive with a largest |t| of 1.41. Two findings the analyst should have. First, THE CONFLUENCE GATE IS A REAL BUT MODEST LIFT: ranking the same universe on the slow horizon alone, with no agreement requirement, gives +1.04% per period (t=1.02, Sharpe 0.36), so the gate takes 0.36 to 0.43 — an improvement of degree, not the difference between an edge and no edge. Second, and unlike the plain cross-sectional variants I measured earlier this session where the beta hedge cost performance, HERE THE HEDGE HELPS (Sharpe 0.43 hedged vs 0.36 unhedged), and the reason is structural: the sign gate leaves the book one-sided on 28 of 67 rebalances, so on those periods the hedge is removing a genuine directional exposure rather than a small residual — beta-neutrality is load-bearing for this construction, not just a stated property. Defaults are the hypothesis's own (30 / 100 / 0.20 / monthly); I did not tune onto the best cell, and I chose the fixed always-present universe deliberately so the result is survivorship-controlled rather than flattered by names that listed mid-sample. Honest caveat: Sharpe 0.4-0.5 on 67 rebalances is suggestive, not established. Timeout safety is built in per the hypothesis: bounded deques, O(19) work per bar, ranking and orders only on the monthly slot, no supplementary feed and no options surface.

Cross-sectional, dollar- and beta-neutral dual-horizon momentum confluence over a fixed 19-name liquid BINANCE USD-M perp universe on 1-DAY bars. Each bar it updates one bounded deque per name and returns the confluent factor spread — the mean slow-horizon momentum of the confluent winners minus that of the confluent losers — as its continuous decision variable, which shrinks toward zero when few names pass the agreement gate. A name is ELIGIBLE LONG only when both its fast (30-day) and slow (100-day) log-return momenta are positive, ELIGIBLE SHORT only when both are negative, and is EXCLUDED ENTIRELY when the horizons disagree (flat-on-disagreement). On a calendar-anchored monthly slot each eligible set is ranked by slow momentum, cut at quintile_fraction of the universe, and held with equal USD notional per name; a BTC leg then offsets the book's net beta (rolling covariance betas vs BTC, clamped) so the book stays market-neutral even on the frequent periods when the sign gate leaves it one-sided. Positions move via netting delta orders toward signed target notionals; the single-instrument hooks are inert. Per-bar cost is O(19) bounded-deque appends with ranking, betas and orders only on the rebalance slot — no history rescan, no supplementary feed, no option legs.