A market-neutral, cross-venue carry strategy that captures the PERSISTENT FUNDING-RATE DIFFERENTIAL between the two BTC perpetuals on Binance USD-M and Hyperliquid. The two contracts both track BTC spot to within a few bps, but their funding rates are set by independent order flows and diverge regularly (different participant mixes, different funding mechanics — Binance 8h, Hyperliquid hourly). When venue A's funding meaningfully exceeds venue B's, you SHORT the perp on the rich-funding venue and go LONG the perp on the cheap- (or negative-) funding venue in equal notional, collecting the NET funding differential every period while holding ~zero net BTC delta. The position is held for as long as the spread persists (typically days), so the one-time round-trip taker cost on the two legs is amortized over many funding receipts. Deliberately SIMPLE: one entry threshold, one exit threshold, equal-notional legs, no per-asset optimization fan — the few-parameter design is a direct response to overfitting failures in the trend/reversal clusters. Single confirmed-liquid underlying (BTC) on both venues to avoid the alt-basket data-unavailability failures that killed recent cross-sectional/cointegration hypotheses.