A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE strategy on BTCUSDT.BINANCE USD-M perpetual that deliberately LEAVES the momentum/trend family (now shown to die as clones per L41, or as pure-OHLCV per L42) and instead trades a slow CARRY/VALUATION signal from the funding rate — an orthogonal, non-trend, sandbox-reliable feed (satisfies L42's requirement that the dependency not be a re-derivation of trend). It is mechanistically distinct from every prior funding failure in the log: the 'Contrarian BTC long on negative funding SPIKES' was an event-driven single-settlement extreme fade (died regime-concentrated); the ETH funding-settlement reversion tested post-settlement bounce (falsified); the funding-dispersion pair was a 2-leg relative-value trade (fee_edge). THIS uses the PERSISTENT MULTI-WEEK AVERAGE funding level as a slow valuation/carry gauge held for WEEKS — a different timescale and a different economic mechanism (carry expensiveness, not an event bounce). Economic logic: funding is the mechanical cost of holding a perp position. When funding has been PERSISTENTLY high-positive over a multi-week window, longs have been paying a large, compounding carry to stay long — the perp is 'expensive,' positioning is crowded long, and the accumulated negative carry plus crowd unwind historically precede mean-reverting underperformance → tilt SHORT/flat. When funding has been persistently negative, shorts are paying to hold (positive carry for longs), the perp is 'cheap' → tilt LONG. The signal is the SMOOTHED level, not a spike, so it changes slowly and holds for weeks — turnover is minimal, so the 0.10% USD-M round trip is negligible (immune to fee_edge). Single-venue, single-instrument — no L44, no L43, no COIN-M. 3 parameters. Instruments: ["BTCUSDT.BINANCE"]. venue_type: futures. data_requirements: ["ohlcv", "funding_rate"].