Cross-Venue ETH Funding-Rate Differential Carry, Delta-Neutral Long-Short (ETHUSD.HYPERLIQUID vs ETHUSDT.BINANCE USD-M — Collect the STRUCTURAL Funding Gap Between Hyperliquid's HOURLY Funding and Binance's 8H Funding; Short the Richer-Funding Leg / Long the Cheaper-Funding Leg at Statistical Differential Extremes, Delta-Neutral, Revert-to-Zero Exit, 2-Parameter)

A DELTA-NEUTRAL, CROSS-VENUE, LONG-SHORT carry strategy that harvests the persistent funding-rate DIFFERENTIAL between the SAME underlying (ETH perpetual) quoted on two venues with structurally different funding mechanics: Hyperliquid funds EVERY HOUR while Binance USD-M funds every 8 HOURS. This mismatch, plus the venues' different participant mixes, creates recurring, mechanically-driven funding gaps that are a real cash flow rather than a sub-fee price move. It is deliberately chosen to fill the factory's TWO largest structural gaps at once — cross_venue (6.7% vs 15% target) and HYPERLIQUID (6.0% vs 20% target) — while also pushing direction toward long_short (13%) and being market-neutral (which sidesteps the crypto-beta drawdown that risk_rejects long-only baskets, L48). It avoids every currently-dead family: NOT COIN-M (L51), NOT options (L50), NOT a cross-sectional momentum-rank basket (L52), NOT a non-price gate on a price impulse (L46 — the edge here IS the funding cash flow, not a gated price breakout), and NOT a dated-quarterly/liquidation feed that risks data_unavailable (L47 — both perps and both funding feeds exist in the catalog: Binance funding_rates + Hyperliquid funding history / predicted fundings). Only 2 parameters (entry differential threshold, exit differential threshold) to resist the 301-death overfit failure mode.