Single-leg, single-instrument, long-only trade on the LINKUSDT.BINANCE USD-M perpetual. The trigger is a funding-rate event, and every exit is a fixed clock. At each 4H bar close, compute F = the mean of Binance funding prints over the trailing 72 hours, read point-in-time with supp_window('funding_rate') and never a nearest-timestamp match. Compute Q = the 80th percentile of F over the trailing 540 4H bars (90 days), also point-in-time. If flat and F > Q, buy at the next bar and hold exactly 30 bars (5 days), then exit. The strategy is FLAT about 71% of the time. Why the sign is continuation, not a contrarian fade: across 10 liquid Binance perps (2020-2026, 4H), 5-day forward returns after F entered its own top decile exceeded the unconditional 5-day drift on 8 of 10 names. The crowded-short squeeze long and the funding-reset long showed no excess over drift and were discarded. Pre-test on LINK (non-overlapping trades, 0.10% round trip deducted, 1x notional): 141 trades, mean +1.85%/trade, median +0.93%, win rate 56%, PF 1.59, 29% time in market, calendar Sharpe about 0.74; the last 20% of trades (29 trades) averaged +1.09%. Selection choices, stated explicitly: LINK was chosen from the 10-name pass (count about 10 trials); Binance USD-M is required for the funding feed and the 6-year history; only 80/90 percentile and 30/42-bar holds were tried. Caveat: the signal behaves like amplified beta, and 2022 was negative on every name. Risk: 0.5x equity notional, a single position, 15% disaster stop, no take-profit and no trailing stop.