A DELTA-NEUTRAL funding-harvest whose PnL source is the mechanical, regime-INDEPENDENT funding cash flow of perpetuals — deliberately chosen because the latest evidence shows the momentum/trend family (including the well-built ETH/BTC ratio confluence) has DECAYED HARD in the current recent regime (-33% trailing 11 months, rolling Sharpe +4.9→-7). When price-direction edges are being punished by a choppy/anti-trend regime, a cash flow that accrues regardless of price direction is the right structural bet. Perpetual funding on crowded-long alts is structurally POSITIVE, so holding LONG SPOT + SHORT PERP (equal notional, net delta ≈ 0) collects that funding while hedging price. This is a CROSS-SECTIONAL, DYNAMIC-SELECTION version: each week it holds the k=3 Binance alts with the highest current positive funding out of an 8-name liquid universe, so capital is always allocated to wherever the structural carry is actually being paid, and diversified across 3 names to defuse the single-name short-squeeze risk. It is explicitly DIFFERENT from the recently-abandoned AVAX cross-venue funding-DIFFERENTIAL carry (that traded the tiny, non-persistent HL-vs-Binance funding GAP, which the data falsified) — this harvests the much larger ABSOLUTE funding via a spot hedge on ONE venue-family, which is persistently positive on crowded alts. It generalizes the in-pipeline single-name DOGE cash-and-carry to a diversified, dynamically-selected basket (the diversification is the key risk improvement over the single-name version). NOT momentum (L52/decay), NOT mean-reversion (L53), NOT a non-price gate on a price bet (L46 — funding IS the return, book is delta-neutral). Fills the under-weight BINANCE_SPOT (11.9%), cross-venue (spot+perp suffixes, 7.2%), and market-neutral direction (13.6%) buckets. Three parameters: number of names k, funding lookback, min-funding entry threshold.