A MARKET-NEUTRAL delta-neutral funding-harvest book that holds LONG BTCUSDT on Binance SPOT and SHORT BTCUSDT on Binance USD-M perp on the SAME exchange, collecting the perpetual funding premium continuously. This is the EXACT reframe the analyst prescribed after abandoning the cross-venue funding strategies this session: their meta-note said 'if funding capture is pursued, it must be SINGLE-VENUE (perp funding vs that same venue's spot/quarterly, a clean intra-venue basis with one quote currency and minimal extra fees) and near-always-on to amortize entry costs over months of accrual.' Every failed sibling violated that: they spanned two DIFFERENT exchanges' BTC (Binance-spot vs Hyperliquid-perp, or USD-M vs HL), so the ~0.02-0.10% funding collected lost to a ~0.2-0.4% cross-venue round trip PLUS inter-venue basis noise, and they churned via threshold gates. This fixes all three failure causes structurally: (1) SAME exchange, SAME quote currency (USDT) — Binance spot and Binance USD-M perp track each other to within a few bps, so there is essentially no inter-venue basis noise (the residual-delta problem that broke the HL hedge); (2) NEAR-ALWAYS-ON — it holds through the entire positive-funding regime rather than entering/exiting on a threshold, amortizing the one entry + one exit over weeks-to-months of 8-hourly funding accrual; (3) funding crediting is LIVE for both legs (Binance USD-M is in the engine's _LINEAR_PERP_FUNDING_KEY and funding_accrual credits the short-perp leg — unlike COIN-M inverse funding which is unbacktestable). It diversifies the portfolio's EDGE TYPE away from the momentum/trend strategies that dominate it, and fills the under-weight cross-venue/two-suffix (5.6%), BINANCE_SPOT (9.5%), and long/short-market-neutral (14.7%) buckets at once. Tiny parameter count (funding-MA length + sign hysteresis).