A MARKET-NEUTRAL, CROSS-VENUE funding-rate arbitrage on BTC perpetuals across two exchanges: BTCUSD.HYPERLIQUID (primary) and BTCUSDT.BINANCE (USD-M perp, hedge leg). Both legs are BTC perps, so equal-and-opposite notional makes the pair delta-neutral — directional BTC price risk cancels and the strategy harvests ONLY the funding-rate DIFFERENTIAL between the two venues. Hyperliquid (hourly funding, retail/degens-heavy flow) and Binance USD-M (8h funding, institution-heavy) persistently price funding differently because their participant bases and liquidity differ; when the spread is wide the carry is structurally positive. This is NOT a single-instrument directional perp trade (which hits the documented over-exposure engine bug) — it is a hedged two-leg carry, the same structural class as the factory's already-successful IntraBinanceSolSpotPerpFundingCarryDeltaNeutral1H, but EXTENDED CROSS-VENUE to fill the cross-venue (6% vs 15% target) and Hyperliquid (8.2% vs 20% target) gaps simultaneously. Deliberately low-parameter (one entry threshold, one exit threshold, one max-hold) to resist overfitting. Sizing is fixed equal-notional per leg at ~40% of equity per leg (delta-neutral net), never scaled by signal strength, never re-multiplied by leverage — explicitly bounded to avoid the over-exposure failure family.