A long-SHORT, SINGLE-INSTRUMENT, single-venue, short-horizon MOMENTUM-CONTINUATION strategy on ETHUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars, that FOLLOWS the directional move printed around the fixed funding-settlement clock (00:00 / 08:00 / 16:00 UTC) rather than fading it. Funding is used only as a gating signal (never credited as a cash flow — P&L is fully price-based and creditable). This is the analyst-recommended FLIPPED PREMISE of the abandoned ETH funding-settlement REVERSION strategy, which lost -17.8% (PF 0.79, Sharpe -1.42) precisely because the settlement-bar overshoot does NOT revert — it CONTINUES, running over the fade (avg_loss $504 > avg_win $348). Flipping direction monetizes exactly that continuation. The logic mirrors the SOL fade→follow flip already validated this session at PF 1.30: a robustly-losing fade is strong evidence its inverse carries positive expectancy, because the venue, gating, and data are already proven clean and testable (the reversion ran 360 trades over 6 years, metrics_reliable=TRUE, no exposure bug). It stays on the only confirmed-full-history feeds (OHLCV + funding) on the clean single-instrument USD-M MARGIN path, avoiding every structural blocker this session: NOT supplementary-data-gated (OI/liquidations/options-IV are all recent-only and untestable), NOT BINANCE_SPOT/CASH (metric/fill bug), NOT COIN-M (not backtestable), NOT cross-venue/Hyperliquid (basis artifact), NOT a multi-instrument pair (extra-leg feed bug), NOT funding-carry (no uncreditable cash flow). It is distinct from the pending funding strategies (level-extreme momentum on SOL 4h, regime-persistence, confluence, acceleration, breakout-veto) by being the SETTLEMENT-clock price-continuation mechanism on 1h bars. It fills the under-represented short-horizon (2.4%) and long-short (14.3%) buckets, and is kept to ~3 parameters to resist overfitting.