A LONG-SHORT, single-instrument DIRECTIONAL swing on the Hyperliquid SOL perpetual that trades the mean-reversion of CROWDED PERP LEVERAGE, using the funding rate both as the crowding signal AND as a structural cash-flow tailwind. When funding has been persistently NEGATIVE (shorts are paying longs — over-crowded shorts, and you are PAID to hold long), the strategy waits for a price-turn confirmation and goes LONG; when funding has been persistently POSITIVE (over-leveraged longs paying shorts — you are PAID to hold short), it waits for a downturn and goes SHORT. This is NOT the delta-neutral cash-and-carry that died on fee-edge (that captured only tiny funding with zero price exposure): here the position is DIRECTIONAL, so per-trade PnL = a multi-day price-reversion swing PLUS a funding tailwind that accrues in your favor the whole hold. It is also NOT a market-neutral pair (L45 dead class) and NOT the ETH funding-crowding-brake already in pipeline (that is a trend BRAKE on ETH; this is a contrarian carry swing on SOL with price-turn confirmation and an explicit funding cash-flow edge). Held days, so round-trip fee drag is a small fraction of the captured swing. Fills the two most under-represented buckets: long_short (14.2% vs ~45% target) and HYPERLIQUID (7.1% vs 20% target).