Explicit cross-underlying REPLICATION (L202 replication objective, stated up front) of the promoted 'ETH Variance-Risk-Premium Regime Long on Deribit's Own Linear Perp' (run 00add348, paper_stage, 36 trades, avg 2.66%/trade, PF 1.65). That strategy's mechanism was tested only on ETH; the sibling on ETHUSDT.BINANCE that used a 90-day ranking window failed overfit (holdout negative), while the 365-day ranking version survived. This hypothesis asks whether the SAME frozen rule (DVOL minus 7-day RV, top-30% of trailing 365 days to enter, below trailing median to exit, one decision per day) carries information on the other DVOL underlying, BTC, traded on Binance COIN-M (BTCUSD_PERP.BINANCE_CM, inverse, ~0.06% RT taker). Signal: VRP_t = Deribit BTC DVOL (supplementary key `deribit_dvol`, BTC, hourly, history from 2021-03) minus annualized 7-day realized vol computed from the strategy's own 1H closes (stdev of hourly log returns over 168 bars x sqrt(8760) x 100). Each day at the 00:00 UTC bar close the strategy ranks VRP_t against its own trailing 365 daily 00:00 observations. Read DVOL point-in-time with supp_as_of (latest hourly DVOL value whose timestamp is <= the bar's close). Why BTC despite BTC's corpus share: DVOL exists only for BTC and ETH, and ETH is already covered, so the replication requires BTC; the venue (COIN-M, 2.5% of the corpus vs a >=5% target) and the information source (options-implied vol, no OHLCV-only signal) are under-represented. Fill convention: decisions at the 00:00 UTC bar close are market orders that fill at that close (the platform's faithful equivalent of the next bar's open on a 24/7 venue). Risk route (b): signal-based exit with capped sizing, one position, notional = 100% of USD-converted account equity, never levered; sized in whole USD-face contracts with contracts_for_notional(). Pre-study by the Research Lead (hourly COIN-M closes + BTC DVOL, frictionless, daily decisions): baseline rule gives 46 round trips 2022-2026, mean +2.6% per trade, median +1.6%, win rate 0.63, time in market ~22%, positive in every calendar year (2022 +32%, 2023 +24%, 2024 +36%, 2025 +16%, 2026 YTD +12% summed trade returns); neighbouring settings (entry quantile 0.6-0.8, RV window 5-14 days, ranking window 180/365) were mostly positive with mean trade returns 0.4-3.7%, the 14-day RV variant lost in 2022. This is a sanity check that the rule fires and is not obviously degenerate, not evidence of an edge. Matched control for the analyst: hold BTC for the same number of days at random entry dates (drift alone ~0.06%/day x ~10 days median hold ~0.6%/trade) - the rule must beat that, not merely be positive.