A DOLLAR-NEUTRAL, market-neutral CARRY-FACTOR strategy over a fixed universe of 8 liquid BINANCE USD-M perpetuals (BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, AVAXUSDT, LINKUSDT, ADAUSDT, XRPUSDT). It is deliberately NOT a price-momentum/mean-reversion basket (L30 dead class) and NOT a funding-DIRECTION contrarian signal (L13 dead class). The edge is the mechanical funding cashflow itself, collected on BOTH legs simultaneously while price exposure is hedged out. On Binance USD-M, positive funding = crowd-long pays shorts; negative funding = crowd-short pays longs. So we LONG the names paying us to be long (deeply negative funding) and SHORT the names paying us to be short (richly positive funding), sized to equal aggregate notional per side (dollar-neutral). This is a genuine long-short book (fills the direction quota: long_only is 85.6% vs ≤55% target) and multi-instrument (fills scope). The NEW signal input that no deployed basket uses (L24 requirement) is OPEN INTEREST: a name only qualifies for either sleeve if its aggregate OI is RISING over the lookback — this filters out 'hollow' funding prints on thin/illiquid names (where funding is high but there's no real crowded position behind it) and keeps only genuinely crowded, position-backed carry. Held for ~1 week per rebalance to amortize fees. FEE ARITHMETIC (L28): a name only enters when its trailing-mean 8h funding magnitude >= 0.03%/8h = 0.09%/day = ~0.63%/week. Round-trip taker cost per name is ~0.10%. Net carry per name per week ~= 0.63% - 0.10% = +0.53%, and this accrues on BOTH the long and short sleeve (each receives, not pays, funding), so carry exceeds round-trip cost by ~6x per leg. Because the book is delta-neutral, the +0.53%/name/week is not a price bet — it is harvested regardless of market direction.