A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE directional CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual, 4-hour bars, that uses the funding rate in a way that is NOT the falsified carry/mean-reversion mechanism. Prior funding hypotheses died because they treated the funding LEVEL as a contrarian valuation signal (short when funding rich) — the meta-learner's event studies showed ~zero correlation and the premise was falsified thrice. This flips the usage: funding is read as a POSITIONING-TRAP / disbelief signal via its DIVERGENCE from price, and the trade goes WITH the trend, not against it. The mechanism is the classic perp squeeze: when price is trending UP while funding stays persistently NEGATIVE, perp traders are net SHORT and PAYING to hold that short into a rising market (disbelief / hedging) — a crowded, trapped short base that becomes forced-buying fuel as stops and liquidations trigger, extending the up-move. Symmetrically, price trending DOWN while funding stays persistently POSITIVE means longs are paying to hold into a decline — trapped-long fuel for a continued flush. When funding AGREES with price (up-move with positive funding = longs already crowded and comfortable), there is no trapped counter-flow, so the strategy stays FLAT. It rides winners with an ATR trailing stop to produce large per-trade returns (the trait of the factory's one long-short survivor), directly avoiding the fee_edge death that kills small-capture reversion books. Orthogonal, sandbox-confirmed data dependency (funding feed, per L42's allowed list); single venue (no cross-venue, per L44); no options (per L43); ETH rather than BTC (BTC tag survives only 2%). Distinct from every in-pipeline hypothesis: it is neither OI-based (flush-reversal / expansion-continuation / positioning-shift are all OI), nor a liquidation-overshoot fade, nor pure-OHLCV momentum, nor the falsified funding-carry tilt (opposite sign — that SHORTS rich funding; this goes LONG into negative funding). Only 3 tunable parameters.