A MARKET-NEUTRAL, DOLLAR-NEUTRAL, MULTI-INSTRUMENT CROSS-SECTIONAL CARRY strategy across ~10 confirmed-full-history Binance USD-M major perpetuals (BTC, ETH, SOL, BNB, XRP, ADA, DOGE, AVAX, LINK, LTC). Its DISTINCT MECHANISM is the perpetual FUNDING RATE itself as the sole ranking signal — NOT price/trend/breakout/momentum, and NOT a refinement of the promoted Absolute Momentum basket. Each rebalance it ranks the universe by smoothed recent funding rate, SHORTS the top-quantile (richest-funding) perps and goes LONG the bottom-quantile (cheapest / most-negative-funding) perps in EQUAL DOLLAR NOTIONAL so the book is delta-neutral and beta-stripped. The position earns the funding spread as a mechanical cash flow: shorts collect the high positive funding paid by crowded longs, longs pay little or receive negative funding. This is explicitly chosen to (a) fill the most over-concentrated portfolio axis — direction is 86.9% long-only vs a <=55% target, and this strategy is fully market-neutral; (b) deploy a GENUINELY DIFFERENT mechanism per the analyst's standing instruction to 'redirect novelty to genuinely different mechanisms, not variations on the momentum basket'; and (c) stay strictly inside the now-CREDITABLE funding-carry family (the engine credits perp funding P&L) while being distinct from the existing single-name spot-perp and inter-exchange-differential carries already in the pipeline (those are one-asset delta hedges; this is a many-asset relative-value cross-section). It deliberately avoids every recent failure cluster: it is not sub-1H (so not fee-dominated), not single-asset BTC trend (so not subject to 2024-2026 trend decay), not an options structure (so not blocked by the unwired-options wall), and not 2021-mania-concentrated (a dollar-neutral funding spread has no net long beta to amplify the 2021 pump).