This is the article's cash-and-carry funding harvest, changed where our own data shows the original no longer works. For each coin in a pool, the strategy holds a long spot position plus an equal-notional short perpetual. That pair has almost no price exposure, so its P&L is the funding the short collects, minus fees and minus drift in the basis. Pre-proposal check on our supplementary data: the article's same-exchange version (Binance spot long + Binance USD-M short) still worked in 2020-2024. Across 507 Binance spot/perp twins, episodes won 73-91% of the time with a median net gain of 2-4% after a 0.30% round trip. In 2025-26 it broke down to median net about 0% and a 50% win rate, and on the 12 most liquid non-BTC Binance pairs a 7-day trailing funding above 0.06%/day NEVER fired after 2024. Binance funding on majors is now arbitraged down to near the 0.01%/8h interest floor. Hyperliquid perps still pay materially positive funding, because the venue is structurally long-crowded and retail-heavy with hourly funding. So the short leg moves to HYPERLIQUID and the hedge stays on the most liquid spot book (BINANCE_SPOT). Pool of 18 coins, BTC excluded for corpus-concentration reasons: ETH, SOL, XRP, DOGE, SUI, ENA, NEAR, WLD, ARB, LINK, AVAX, LTC, AAVE, ADA, BNB, SEI, WIF, CRV. Selection rule: HL perps that have a Binance USDT spot twin, are among the most liquid on HL, and are not new listings or meme coins under a year old (the article's 'avoid new coins and 妖币' rule). A coin is eligible only on days when both legs have a bar. This pool is a hand choice and is declared as such (lesson 151); the Binance-spot-twin requirement is its only economic justification. A daily-bar carry simulation on this pool (funding only, basis ignored) gave: 2023 36 episodes, mean net +6.8%; 2024 58, +4.9%; 2025 49, +1.5% (90% win); 2026 YTD 5 episodes, about +0.1%. Duty cycle was about 34% of coin-days, with a typical hold of 20-55 days. It is an honest carry premium that shrinks as the regime cools, and it is NOT a price prediction.