A long/short, single-instrument, single-venue strategy on BTCUSD_PERP.BINANCE_CM — the BTC-margined inverse perpetual contract on Binance COIN-M futures. Implements funding-rate-extreme mean-reversion: when 8h funding rate hits the top 5% of the trailing 30-day distribution (extremely positive = long-side crowded, paying to hold), the crowded side has historically been punished within the next 24h as latecomers get squeezed out; conversely when funding hits the bottom 5% (negative = short-side crowded, paying to hold), longs benefit from reversal pressure. Strategy takes the OPPOSITE side of whichever side is structurally crowded per funding signal. Addresses the SECOND-LARGEST UNTOUCHED VENUE GAP in the portfolio: BINANCE_CM at 1/662 (0.2%) vs ≥5% target — currently essentially zero coverage of inverse / BTC-denominated futures despite 263 active COIN-M contracts in catalog. Hits THREE quota gaps simultaneously: (1) BINANCE_CM venue; (2) long_short direction (currently 12.0% vs implicit ~45% target); (3) implements analyst-recommended UNTRIED-on-COIN-M mechanism family (b) funding-rate divergence. The prior BtcFundingCarryLongShort I proposed used cross-venue (Binance USD-M + Hyperliquid) for DELTA-NEUTRAL CARRY collection — this strategy is fundamentally different: single-venue COIN-M, DIRECTIONAL bet (not delta-neutral), MEAN-REVERSION mechanism (not arbitrage). No overlap. ALSO orthogonal to all ADA 4H failure patterns: not breakout, not mean-reversion-on-price, not bar-based — this is funding-statistic-based, regime-independent, and uses a venue/contract-type that has zero prior experiments.