A MARKET-NEUTRAL, cross-venue CASH-AND-CARRY strategy that harvests the single most structurally-robust cashflow in all of finance and one this factory has NEVER tried: the term-structure basis of a DATED delivery future converging to spot at expiry. Long BTCUSDT.BINANCE_SPOT + short an equal-notional BTC USD-M QUARTERLY delivery future. Unlike the deployed funding-carry strategies (which capture the perpetual's 8h funding and are saturated across BTC + 8 majors in the pipeline), the quarterly's premium is NOT funding — it is a fixed calendar basis that is MECHANICALLY GUARANTEED to converge to zero at settlement. That convergence is the edge: it does not depend on any directional forecast, funding sign, order-flow read, or mean-reversion bet — all of which are confirmed-dead families this session (OI reversal -87%, funding-dip accumulation overfit/61%DD, taker-flow no-edge, liquidation feed too-short). It fills THREE of the most under-represented buckets at once: cross-venue (7.1% vs >=15% target), market-neutral / long-short direction (14.4% vs the push toward hedged), and macro_1w_plus horizon (0.6% — nearly empty). Executed on the deepest crypto book (BTC spot + BTC quarterly), so the 88%-impact / $129k-capacity death that killed the thin-alt basket cannot recur. Deliberately 3 parameters. Note: the calendar-spread pattern (long spot / short dated future) is an explicitly sanctioned cross-venue template (researcher.md pattern #6); quarterly klines for delisted contracts are archived on Binance Vision, so the backtest rolls across historical quarterlies via on-demand collection.