A MARKET-NEUTRAL, CROSS-VENUE carry strategy that harvests the mechanically-paid perpetual funding rate rather than betting on price direction. When the USD-M perp funding rate is persistently positive and elevated, over-leveraged longs are paying shorts every 8 hours. The strategy captures that cash flow while holding zero net delta: buy the asset on BINANCE_SPOT (long leg, primary) and simultaneously short an equal notional of the same asset's USD-M perpetual on BINANCE (hedge leg). The position collects funding payments on the perp short 3x/day while spot/perp price moves cancel. This is NOT a momentum, trend, or single-venue directional idea (all dead classes here); the edge is a structural, exchange-enforced cash flow. Two instruments only, both continuous perps/spot (no quarterly expiry, so it sidesteps the data_unavailable failure of dated cash-and-carry). Deliberately low-parameter (entry + exit funding thresholds) to resist the overfit/deflated-Sharpe deaths that killed the momentum siblings. Fills three under-represented portfolio buckets at once: cross-venue (6.8% vs 15% target), market-neutral direction (13.3% long_short), and funding-rate data (underexplored per the lean-into list).