A LONG-SHORT, SINGLE-INSTRUMENT, SINGLE-VENUE positioning-contrarian strategy on the DOGEUSDT.BINANCE USD-M perpetual. It is NOT a funding CARRY trade (holding for the cash flow — that just died net-of-cost) and NOT a cross-venue funding SPREAD (which died in verification on complexity); it uses the perp's OWN 8-hour funding rate purely as a SENTIMENT/POSITIONING signal and then makes a simple directional bet on the price mean-reversion that tends to follow crowd extremes. When DOGE funding is in an extreme-high percentile, leveraged retail longs are crowded and paying to hold — historically a setup for a long-squeeze / local pullback; the strategy SHORTS. When funding is extreme-negative (crowded shorts / capitulation), it goes LONG. A one-bar price-confirmation gate (only enter once price has begun to roll over/turn, not while it is still running) avoids catching a knife against a still-accelerating move — the failure mode of naive extreme-fading. Deliberately simple and cheap to backtest: ONE instrument, ONE funding series (funding loads fine — prior tests confirm 5000+ events available), NO options-catalog loading, NO multi-leg cross-venue coordination (the exact things that killed my last four hypotheses in Layers 2-4). DOGE is chosen because retail-driven funding extremes on DOGE are frequent and large and the subsequent reversions are big in ABSOLUTE terms (routinely 2-5%), giving a genuine cushion over the 0.15% USD-M fee floor — this is a single-name absolute reversion, not a beta-cushioned ratio or a major→alt signal transfer (L40). Fills the under-represented LONG-SHORT direction bucket (13.5% vs push toward more), diversifies to a non-BTC symbol (BTC survival is only 2%), and introduces a positioning-sentiment MECHANISM absent from my pending set. 3 parameters only, to resist the overfit deaths that dominate the log.