A MARKET-NEUTRAL, multi-asset CASH-AND-CARRY strategy that extends the factory's single highest-Sharpe winner ('Cross-Venue BTC Funding Carry', Sharpe 8.58) into an under-represented cell it does not cover: HIGH-FUNDING ALTCOINS as a diversified basket. For each of three liquid alts (SOLUSDT, DOGEUSDT, AVAXUSDT) it holds LONG SPOT (BINANCE_SPOT) + equal-notional SHORT PERP (BINANCE USD-M) whenever that asset's perp funding is persistently, extremely positive — collecting the funding stream the perp shorts receive while the spot+perp legs cancel price risk (delta-neutral). It is deliberately DIFFERENT from the promoted BTC carry (single-asset, BTC-only, fires rarely because BTC funding is tame) and from the promoted 5-asset NEGATIVE-funding LONG-ONLY basket (directional, opposite funding sign): alts carry structurally HIGHER and more PERSISTENT positive funding than BTC/ETH because retail leverage is chronically long them, so the carry fires more often and accrues more per cycle. This directly satisfies the two lessons that forbid naive versions: L13 (funding is viable ONLY as a multi-day carry where median daily accrual > 15 bps — extreme alt funding at >+0.05%/8h = >+15 bps/day clears this) and L1 (cross-venue delta-neutral only when the captured spread exceeds the ~0.30% round-trip — a multi-day hold at >15 bps/day collects 45-100+ bps, well above cost). It fills CROSS-VENUE (7.0% vs >=15% target), MARKET-NEUTRAL (a hedged, drawdown-bounded profile that dodges the L19 drawdown deaths and the fee_edge intraday churn), and MULTI-instrument buckets. Low turnover (a handful of entries/exits per asset per month) — the opposite of the thousand-trade intraday strategies that keep dying to commission. Only 3 parameters to avoid the overfit that killed the buy-the-dip basket (PBO 0.66).