A market-neutral cross-venue pairs strategy that exploits funding-rate divergences between BTCUSDT.BINANCE (USD-M perp) and BTCUSD.HYPERLIQUID (perp). When the two venues' funding rates diverge meaningfully — one venue is paying longs to hold (negative funding) while the other is charging longs (positive funding), OR the absolute spread crosses a threshold — the strategy goes LONG the perp on the venue paying cheaper-to-hold side (negative or lower-positive funding) and SHORT the perp on the venue charging more (higher-positive funding). Both legs are sized to equal USD notional so the position is delta-neutral against BTC price moves. P&L is captured through the funding-rate differential paid every 8h on each venue, while the price exposure mostly cancels out. This addresses ALL FOUR major quota gaps simultaneously: cross-venue (currently 3.5% vs 15% target), Hyperliquid (5.8% vs 20% target), long_short direction (12% vs 45% goal), AND implements analyst-recommended untried mechanism family (b) funding-rate divergence. The mechanism is structurally durable — unlike breakout/reversion edges that decay with regime change, funding-rate divergences arise from cross-venue liquidity and positioning differences that persist across regimes.