ETH Reversing-Path Gamma Harvest with a Bybit Delta Hedge

Hypothesis

Test whether volatile but reversing ETH price paths support profitable discrete gamma harvesting when weekly Deribit straddles underprice variation observable at the hedge cadence. Buy actual same-expiry ATM calls and puts, and hedge their combined delta with ETHUSDT.BYBIT. Use synchronized 4-HOUR bars and RollingOptionsStrategy. ETH-PERPETUAL.DERIBIT supplies an untraded clock and reference price. Market orders execute at completed signal-bar closes, the capability registry's equivalent of next-bar-open execution on continuous venues. Resolve historical option contracts through the supported weekly chain and append every full option instrument id to the persisted instruments and extra_instruments before verification. Use one bar type per instrument and full available common history. Official [Deribit Standard fees](https://support.deribit.com/hc/en-us/articles/25944746248989-Fees) charge options 0.03% of underlying notional per fill, subject to the premium cap; assume no combo discount.