Hyperliquid SOL Perp Funding-Extreme Contrarian — Long-Short, Single-Name: FADE Crowded Positioning When Rolling Funding Z-Score Hits an Extreme (Very Positive Funding = Over-Leveraged Longs → SHORT; Very Negative = Capitulated Shorts → LONG), Confirmed by Price Non-Confirmation, Exit on Funding Reversion / ATR Stop / Time Stop (SOLUSDT.HYPERLIQUID, 4H, 3-Parameter)

A LONG-SHORT, single-instrument, POSITIONING-driven contrarian strategy on the Hyperliquid SOL perpetual, built around a NON-OHLCV mechanical signal — perpetual FUNDING — used the OPPOSITE way to the factory's dead cash-and-carry family. This is NOT a delta-neutral carry (which died because funding P&L was too small vs basis noise) and NOT price momentum (the HL momentum baskets are 0/84). Instead, funding is used as a crowding/positioning gauge to time a DIRECTIONAL fade: the well-documented result that when perp funding is extremely positive, longs are over-leveraged and paying to hold — a state that historically precedes LOWER forward perp returns (squeeze/washout risk), and symmetrically extreme-negative funding marks capitulated shorts that precede bounces. Chosen to fill three under-represented buckets at once: HYPERLIQUID (6.8% vs 20% target), long_short (14.2%), and a data-safe non-OHLCV edge that isn't in the OHLCV overfit graveyard. Single-name and 3-parameter deliberately, to keep it implementable (the multi-instrument HL baskets died in coding timeouts) and to resist overfitting. IMPLEMENTATION NOTE: maintain the funding baseline as a rolling deque updated incrementally (O(1) per update) — NEVER rescan the full funding series inside on_bar (that pattern caused the repeated 300s sandbox timeouts).