A LONG-SHORT, single-instrument, price-return-driven contrarian strategy on SUIUSDT.BINANCE (USD-M perpetual), 4H bars, using the perp FUNDING RATE as a structural positioning signal (NOT as the return source). The return comes entirely from the subsequent PRICE move, which the backtest engine models directly — deliberately avoiding the pure-carry trap where a strategy depends on the engine crediting funding cashflows (the reason the factory's surviving funding strategies use funding only as a FILTER/veto, not as PnL). This fills three of the most under-represented buckets at once: long_short direction (14.7% vs ≤55% — the whole book is 85% long-only), the funding_rate data family (the single best-surviving tag at 3%, vs pure_ohlcv/momentum at 1-2%), and an essentially UNTOUCHED instrument (SUI is a liquid Binance USD-M mid-cap that does not appear anywhere in the corpus, unlike the endlessly-retested BTC/ETH/SOL). It is NOT a momentum clone (the overfit graveyard), NOT a crypto pairs/cointegration spread (L96 dead), NOT a beta-neutral/residual reformulation (L95 dead), NOT an options VRP short (risk_reject/no_edge), NOT a Bybit/HL survivor-clone (L94 dead), and NOT a pure funding-carry PnL bet.