Directional mean-reversion strategy on BTCUSD_PERP.BINANCE_CM (BTC-margined inverse perpetual) triggered by EXTREME 8h funding rate readings. Core thesis: funding rates are a real-time gauge of leveraged positioning imbalance. When 8h funding rate spikes to a statistical extreme (>=+0.07% per 8h = ~77% APR, indicating euphoric over-leveraged longs), the market is structurally fragile — a small adverse price move triggers a long-liquidation cascade that reverses price down. Symmetrically, when funding goes to extreme negative (<=-0.05% per 8h, indicating capitulation short-positioning), the market is primed for a short-squeeze rally. Strategy enters the OPPOSITE direction of the funding extreme (short when funding extreme positive; long when funding extreme negative) and holds for a fixed 2-5 day mean-reversion window OR until funding normalizes back to neutral (+/-0.01%). This is fundamentally DIFFERENT from a funding carry trade — there is NO hedge leg, the strategy takes pure directional exposure and the funding rate is used as a SIGNAL, not as a cash flow source. The strategy uses 4-HOUR bars (NOT 8-hour, which has had data-availability issues in recent failures) on BINANCE_CM (coin-margined inverse perp, which has data and is dramatically under-represented in the portfolio at 0.2% vs 5% target). Coin-M is chosen over USD-M because (a) lowest fees in the factory (0.06% RT taker vs 0.10% on USD-M), (b) fills the most under-represented venue bucket, (c) BTC-margined PnL provides a natural BTC-denominated return profile that diversifies from USDT-margined strategies.