BTC Daily Funding-Rate Extreme-Negative Short-Squeeze Long with 200-SMA Bull Regime Filter

A long-only single-instrument FUNDING-RATE-BASED CONTRARIAN strategy on BTCUSDT perpetual futures using daily bars + funding-rate supplementary data, with a 200-SMA bull regime filter. This proposal is GENUINELY NOVEL within the portfolio: every existing strategy uses price-action signals (OHLCV-only). NONE use derivative-microstructure signals from funding rates. The accumulated failure pattern this session — three consecutive mechanism-transfer abandonments (ETH RSI(2) MR, BTC BB Lower MR, SOL RSI(2) Overbought) — has documented that mean-reversion and momentum-continuation edges are NOT transferable. Rather than attempt another transfer, this proposal introduces a FUNDAMENTALLY DIFFERENT SIGNAL CLASS that is self-contained and economically grounded. The economic mechanism: BTC perpetual funding rates measure the cost imbalance between long and short positions. When funding goes extremely negative (e.g., bottom 10% of trailing 30-day distribution), shorts are paying longs heavily — this signals over-leveraged short positioning. Three forces then converge to drive a long-side squeeze: (a) carry-cost pressure forces shorts to close positions (they're paying funding to longs every 8 hours), (b) arbitrageurs systematically take the long side to collect the funding premium, (c) any catalyst that triggers short-covering creates a cascade because shorts are crowded. This is documented behavior in crypto perp markets (per BitMEX/Binance research on funding-rate anomalies, 2019-present). Crucially, this is NOT a mean-reversion or momentum-continuation transfer from another strategy — it's a contrarian-on-derivative-positioning thesis with its own economic foundation. BTC is chosen because: (a) BTC has the most reliable daily-bar data path (validated by multiple in-pipeline strategies), (b) BTC has the deepest perpetual market with the most reliable funding-rate data, (c) BTC's institutional flow magnifies the squeeze effect (ETF rebalances respond to derivative positioning), (d) BTC's funding-rate history extends back 5+ years on Binance, providing sufficient backtest data. The 200-SMA filter eliminates the dominant failure mode (extreme negative funding during structural bear markets, where shorts are RIGHT and squeezes don't materialize). Only 4 explicit parameters (funding lookback window, funding percentile threshold, regime SMA period, stop pct).