A MARKET-NEUTRAL relative-value strategy that harvests the persistent FUNDING-RATE SPREAD between Binance's two BTC perpetuals with structurally different collateral bases: the COIN-margined inverse perp (BTCUSD_PERP.BINANCE_CM, margined and settled in BTC — dominated by miners and long-term holders) and the USD-margined linear perp (BTCUSDT.BINANCE — dominated by leveraged USDT traders). Because the two contracts track the same BTC index but have a different participant mix and a different collateral/PnL currency, their 8-hour funding rates persistently diverge. When one perp's funding runs materially richer than the other's, you SHORT the richer-funding perp and go LONG an equal-USD-notional of the cheaper-funding perp; the two BTC-price exposures cancel (delta ≈ 0) while you collect the funding differential 3x/day until it normalizes. This is NOT a momentum/OHLCV directional bet (the dead BTC-perp classes L9/L38/L41), NOT a single-leg option VRP short (which just timed out in verification), and NOT the spot-perp funding carry already in the pipeline — the edge is the CROSS-CONTRACT funding SPREAD, a distinct structural cash flow. Fills three of the most under-represented portfolio buckets at once: BINANCE_CM venue (3.2% vs ≥5% target), cross-venue scope (6.8% vs 15%), and market-neutral direction (13.3% long_short). Deliberately low-parameter (spread entry + exit thresholds) to resist the overfit/deflated-Sharpe deaths.