A delta-neutral cash-and-carry strategy that collects perpetual funding payments. When BTCUSDT perpetual funding rate exceeds a high threshold (longs aggressively paying shorts), simultaneously go long BTCUSDT spot and short BTCUSDT perpetual at matching notional, harvesting the funding cash flow while remaining directionally hedged. This is a CROSS-VENUE (BINANCE_SPOT + BINANCE futures), MARKET-NEUTRAL (long+short), MULTI-DAY HOLDING strategy that fills four heavily under-represented portfolio buckets simultaneously: spot venue (6.4% vs 15% target), cross-venue (1.1% vs 15% target), long-short direction (13.3% vs 45% target), and zero-options-but-options-not-required. Critically, the edge is a MECHANICAL CASH FLOW — when funding is 0.04%/8h, the perp short receives 0.12%/day = ~3.6%/month from the long side. This is NOT a price-pattern strategy (which has failed 10+ times this session on majors). It does not depend on BTC's intraday or daily microstructure remaining stable across regimes — the 2024-2026 regime decay that wiped out four BTC OHLCV strategies has NO bearing on a funding-driven payment stream, because positive funding spikes occur precisely when retail leverage gets crowded long (a recurring market phenomenon that has actually INTENSIFIED in 2024-2026 with the rise of perpetual-DEX flow). Position sizing: 25% of equity in spot leg, 25% notional in short perp leg (1x leverage on futures account = ~50% margin utilization for both legs combined, plenty of headroom). Risk per trade: 2% via combined basis-widening + funding-flip scenarios.