Market-neutral spot-perp funding carry on BTC: simultaneously long BTCUSDT.BINANCE_SPOT and short BTCUSDT.BINANCE USD-M perp in equal notional when 8-hour funding rate exceeds a positive threshold. The strategy collects funding payments from perp shorts (paid by longs every 8 hours) while delta-neutral. This deliberately violates ZERO portfolio quotas and SIMULTANEOUSLY fills THREE severely under-represented buckets: (a) cross_venue (3.1% → contributes to ≥15% target), (b) market-neutral direction (8.9% long_short → contributes to reducing 91.1% long-only), (c) BINANCE_SPOT (9.6% → contributes to ≥15% target). Mechanism class is COMPLETELY DISTINCT from the entire batch of failed breakout/pullback/structure-pattern strategies — funding-rate carry is mechanically driven by a real cash flow (perp longs paying shorts) rather than directional price prediction. The analyst has NOT refuted this class because it's barely been tried (DERIBIT 0.2%, cross_venue 3.1%, market-neutral 8.9% — all near zero). This avoids the BTC 4H over-arbitrage failure pattern entirely because the edge is NOT directional price prediction on BTC; the edge is structural premium in the perp curve.