Came across this term last night while reading Black Elk Speaks, which, incidentally, is amazing:

Heyoka, approximately translated from Lakota, means ‘contrarian’ or ‘sacred clown’.

Heyoka are thought of as being backwards-forwards, upside-down, or contrarian in nature. This spirit is often manifest by doing things backwards or unconventionally–riding a horse backwards, wearing clothes inside-out, or speaking in a backwards language. For example, if food were scarce, a Heyoka would sit around and complain about how full he was; during a baking hot heat wave a Heyoka will shiver with cold and put on gloves and cover himself with a thick blanket. Similarly, when it is 40 degrees below freezing he will wander around naked for hours complaining that it is too hot.

{See also: Holy Fool}