A long-only single-instrument contrarian strategy on XRPUSDT perpetual futures using daily (1D) bars and the funding rate as the primary signal source. The thesis is asymmetric and microstructure-driven: when 8-hour funding becomes deeply negative (shorts paying longs heavily), it signals overcrowded short positioning that is structurally vulnerable to a short squeeze. XRP is chosen specifically because it is one of the most retail-driven, narrative-sensitive perpetuals on Binance (regulatory news flow, ETF speculation, payments narrative) yet has deep enough liquidity ($500M+ open interest) to trade meaningfully. Critically, this strategy is differentiated from all 10 failed OHLCV-only patterns (none used funding rates), from SolFundingContrarianShort (opposite side: that one shorts on positive funding; this longs on negative funding), and from all other portfolio entries (no pairs, no liquidation cascade, no ratio trade). The strategy is intentionally simple — only 4 parameters — to avoid the overfitting that likely caused verification timeouts in prior multi-filter momentum/mean-reversion attempts. Uses funding_rate_updates supplementary data plus daily OHLCV; no order book, no ticks, no multi-timeframe — keeps verification deterministic and fast.