A long-SHORT, SINGLE-INSTRUMENT, single-venue, CALENDAR-MECHANICAL reversion strategy on ETHUSDT.BINANCE USD-M perpetual futures using 1-HOUR bars, exploiting the fixed funding-settlement clock (00:00 / 08:00 / 16:00 UTC). Funding is used only as a gating SIGNAL (never credited as a cash flow). Thesis: when funding is large in magnitude, the side that owes the payment (longs when funding is positive) trims exposure in the hours APPROACHING settlement to avoid the fee, creating mechanical, information-free selling pressure that OVERSHOOTS price just into the settlement bar; immediately AFTER settlement that flow reverses (positions re-established, payment-collectors take profit), producing a short-lived reversion. Because the dip is caused by a calendar clock rather than by negative information, it reverts cleanly — the opposite skew profile to the information-driven 'buy-the-dip' dips that repeatedly failed this session. This is the first calendar/seasonality mechanism in the portfolio (1140 experiments), and it deliberately avoids EVERY structural blocker hit this session: it uses ONLY OHLCV + funding_rate (the two feeds confirmed dense across the full history — unlike liquidations/options/IV which cover only ~1 recent month), runs on the clean single-instrument USD-M MARGIN path (no BINANCE_SPOT CASH metric/fill bug, no COIN-M, no options-data wall), is NOT cross-venue/Hyperliquid (no basis artifact), NOT a multi-instrument pair (no extra-leg feed bug), NOT funding-carry (P&L is price-based and fully creditable), and NOT a price-breakout or dip-MR (the failed families). It fills the two most under-represented quotas simultaneously — long-short (14.4% vs heavy 85.6% long-only) and short-horizon (2.4% vs 10% target) — and is kept to ~4 parameters to resist overfitting.