A MARKET-NEUTRAL, CROSS-VENUE convergence trade on the SAME underlying across TWO Binance venues: LONG DOGEUSDT.BINANCE_SPOT (spot, cash leg) + SHORT DOGEUSDT.BINANCE (USD-M perpetual, hedge leg), entered only when the PERP trades at a LARGE premium to SPOT. This fills four under-weight buckets at once: cross_venue (6.5% vs >=15% target), BINANCE_SPOT (10.5% vs >=15%), long_short/market-neutral direction (long_only is 84.1% vs a <=55% cap), and short_1m_15m horizon (4.5% vs >=10%) by running on 15m bars. CRITICALLY, this is NOT the CM-vs-USD-M funding-differential trade that previously failed: that one chased a ~1e-6-per-8h FUNDING spread between two tightly-coupled perps and was mathematically incapable of clearing fees. This trade targets an outright PRICE dislocation between spot and perp that on a retail-squeeze-prone, high-beta name like DOGE routinely blows out to 60-200+ bps during leverage-driven melt-ups — one to two ORDERS OF MAGNITUDE above the ~0.30% combined round-trip cost (spot ~0.20% RT + perp ~0.10% RT). DOGE is chosen deliberately over BTC/ETH: majors' spot-perp basis is arbitraged to a few bps and would be sub-cost, whereas DOGE is the most retail-leverage-driven deep-liquidity pair on Binance, so its perp regularly detaches from spot during squeezes. Design is intentionally MINIMAL and pure-OHLCV (basis computed from two aligned 15m bar closes) — no funding-series scan, no L/S-ratio census, no options chain — which structurally avoids BOTH recurring failure modes in this portfolio: the short-history data wall (both DOGE spot and perp have multi-year 15m Binance history) and the Layer-3 300s timeout (per-bar work is O(1): one subtraction and one ratio, no re-scanning of any supplementary series). Only 4 tunable knobs to resist the deflated-Sharpe/overfitting rejections.