A DIRECTIONAL (long AND short bias), DEFINED-RISK options strategy on ETH DERIBIT weekly options, whose ONLY signal is the surviving edge family in this factory: slow directional trend/momentum on a liquid major. Every Friday-to-Friday cycle the strategy reads the sign of the trailing 28-day (4-week) return of ETH (from ETHUSDT.BINANCE daily bars) and expresses it through a bounded vertical spread on the new front weekly Deribit ETH expiry: if the 4-week trend is UP it BUYS a bull call spread (long ~25-delta OTM call, short ~10-delta further-OTM call to finance it); if DOWN it BUYS a bear put spread (long ~25-delta OTM put, short ~10-delta further-OTM put). The position is held to expiry (settled) or closed on the roll date, then re-established on the next weekly expiry. This deliberately AVOIDS the two options graveyards in our history: (1) it is NOT naked/short-vol — short-ATM-straddle VRP harvest, covered-call overwrite and cash-secured-put write all died no_edge/other because the short-vol tail is unmodeled and the premium sits below cost; here we are net LONG premium on a bounded structure, so the tail is capped and known up front; (2) it is NOT a naked long option — the long-optionality run died to an implausible mark-to-market artifact (+9198%, +605% single-day) because a lone long leg's payoff is unbounded in the engine's MTM path. A VERTICAL SPREAD caps max payoff at (strike_width - net_debit), so the MTM can never sextuple the account, which structurally sidesteps that artifact. The edge is directional (weekly trend persistence), not vol-based; the options wrapper simply buys convexity cheaply (the short leg finances the long leg) with defined downside = net debit. Cross-venue by construction (DERIBIT options + BINANCE signal bar), long-short capable, and fills the single most under-represented venue bucket (options at ~6% combined vs >=15% target, BINANCE_OPTIONS at 0%).