A DELTA-NEUTRAL, CROSS-VENUE funding-carry book on SOL: LONG SOLUSDT.BINANCE_SPOT (cash leg) + SHORT SOLUSD.HYPERLIQUID (perp leg, the funding-collecting leg), opened only when Hyperliquid's realized funding on SOL is running structurally RICH. This single hypothesis fills FOUR of the most under-weight buckets simultaneously: HYPERLIQUID venue (7.3% vs a >=20% target — the largest venue gap), BINANCE_SPOT (10.5% vs >=15%), cross_venue (6.6% vs >=15%), and non-long-only direction (long_only is 84.1% vs a <=55% cap). It runs on 4H bars deliberately: Hyperliquid's candle API serves only ~5000 candles per interval, and 4H is the shortest interval with ~2.3 years of usable history — a 15m/1h HL design would pass backtesting and then be abandoned for insufficient history. CRITICAL DISTINCTION from the failed CM-vs-USD-M funding-spread trade: that one chased a ~1e-6-per-8h DIFFERENTIAL between two near-identical Binance perps and was arithmetically incapable of clearing fees. This targets Hyperliquid's ABSOLUTE funding level on a retail-leverage-favored name, which on hot stretches runs 0.005-0.03% PER HOUR (HL pays hourly, not 8-hourly) — i.e. 0.12-0.72% per DAY, one to two orders of magnitude above the ~0.29% all-in round trip (Binance spot ~0.20% RT + HL perp ~0.09% RT). The carry is a mechanical cash flow the short-perp leg receives every hour it is held, and the engine credits funding. Kept deliberately minimal (4 knobs, no chain scanning, no greeks, no census-ratio feed) to resist both the overfitting/deflated-Sharpe rejections and the Layer-3 timeout pathology that has killed five recent hypotheses.