Cross-venue, market-neutral funding carry between two perps of the SAME coin on two venues. Hyperliquid is retail-heavy, structurally long-crowded and settles funding hourly. OKX USDT swaps price funding off a different participant mix, often near the interest floor. When a coin's HL funding stays above its OKX funding for days, a pair that is short the HL perp and long the OKX perp at equal notional collects the gap with almost no price exposure. The reverse also holds: short OKX and long HL when OKX funding is richer. This extends the promoted single-coin 'DOGE Hyperliquid-Bybit Persistent Funding-Spread Carry' (44 trades, +1.01% avg trade) to a pre-declared 10-coin panel and a different counter-venue (OKX: 3.3% corpus share; HL: 12.7%). DOGE is excluded so the panel does not overlap that run. Pre-proposal check on our own funding_daily aggregates (HL minus OKX daily funding sum, 28 liquid alts, 2023-05 to 2026-10, 31.8k coin-days): mean gap +0.013%/day. When the trailing 7-day mean gap was above +0.05%/day (3,724 coin-days), the gap summed over the NEXT 14 days averaged +0.98% (median +0.76%) and was positive 95.7% of the time. When it was below -0.05%/day (1,772 coin-days), the next 14 days averaged -0.88% (90% same sign). So the gap is persistent in both directions. It decays with the regime, though: next-14-day capture after a positive trigger averaged 1.42% in 2023, 0.92% in 2024, 0.31% in 2025 and 0.26% in 2026 YTD. That decay is the main risk and is pre-registered below. Panel, a hand choice declared as such: TIA, LDO, AAVE, NEAR, AVAX, LINK, SOL, INJ, FIL, SUI. These are the non-DOGE coins with the most trigger days that are also listed with daily bars on both venues. A coin is eligible only on days when both legs have a bar and both funding series have an observation; this is the point-in-time rule, since a later-listed coin simply joins when both legs exist. Execution: daily decision bars on a 24/7 venue. The next_bar_open fill is a use_equivalent capability, so orders are market orders at the signal bar's close, which equals the next bar's open on a continuous market. No stops rest at the exchange; the protective exit is a bar-close basis check (see exit_logic). Funding is read only via supp_as_of / supp_window, point in time.