A delta-neutral, cross-venue carry strategy that harvests the structurally ELEVATED perpetual funding on Hyperliquid by holding a hedged spot-vs-perp book on SOL. Long leg = SOLUSDT.BINANCE_SPOT (CASH, reliable deep history); short leg = SOLUSD.HYPERLIQUID perp. When the Hyperliquid SOL perp funding is materially positive, the perp short RECEIVES funding each 8h cycle while the matched spot long neutralizes SOL price exposure. The edge is venue-specific, not generic: Hyperliquid's funding mechanism (capped open interest, DeFi-native long-biased flow, thinner arb capital than Binance) drives its perp funding to spike higher and stay elevated longer than Binance's on alt majors like SOL — so harvesting HL funding against cheap Binance spot is a structurally richer carry than a same-venue Binance basis trade. This is NOT a price-pattern strategy (the class abandoned repeatedly this session — sweeps, dip-buys, vol-expansion, cross-sectional reversal): it is a mechanical cash-flow harvest, the one mechanism family this factory has advanced through the full pipeline. It is also distinct from the two pending funding hypotheses: vs EthCrossVenueFundingBasisCarryNeutralLS (different asset SOL, and explicitly an HL-funding-harvest thesis rather than generic basis), and vs BtcInterExchangeFundingDiffCarryNeutralLS (spot-vs-perp single-asset structure, NOT perp-vs-perp differential). Fills four under-represented quota buckets at once (HYPERLIQUID 5.8%, cross-venue 6.8%, BINANCE_SPOT 12.1%, market-neutral vs 85.8% long-only). Deliberately 3 parameters to avoid the walk-forward overfitting that abandoned the RSI/Three-Soldiers strategies.