Delta-neutral positive-funding carry that captures the cash flow paid by long perp holders on persistently-premium, high-retail-demand altcoins — the cohort whose perps structurally trade rich to spot (DOGE, PEPE, WIF and similar memecoin/high-beta names that have both deep Binance spot and USD-M perp markets). For each active asset the strategy holds matched long-spot (BINANCE_SPOT) + short-perp (BINANCE) legs at equal notional, so the book is delta-neutral and earns the funding payment every 8h regardless of price direction. Three deliberate changes vs the failed ETH framing: (1) TARGET — high-funding alts instead of low-funding ETH, so realized carry is 5-15x larger and can clear hedge friction; (2) ENTRY GATING — only open a leg when that asset's trailing 3-sample mean funding sits in the TOP QUARTILE (>=75th percentile) of its own 30-day funding history AND exceeds 0.03%/8h in absolute terms (>=0.09%/day, ~32%/yr annualized while held), so the realized-while-held carry is far above the asset's average; (3) REBALANCE CADENCE — evaluate and rebalance on the DAILY (1D) bar close only, and re-hedge delta only when drift exceeds a +-3% band, cutting the per-pair basis-bleed and commission drag that killed the 1H version. Asymmetric hysteresis (enter at 75th pct, exit at 50th pct) prevents threshold flip-flopping. Market-neutral by construction, so MTM swings are limited to spot-perp basis movement. Differentiated from the in-pipeline NegativeFundingCarryLongBasket5Perps4H sibling: that book is long-perp collecting NEGATIVE funding; this book is short-perp collecting POSITIVE funding on the opposite (premium) cohort, percentile-gated and daily-rebalanced — non-overlapping instruments and opposite leg structure.