A CROSS-VENUE, LONG-SHORT, DEFINED-RISK directional options overlay on Deribit BTC weekly options. This deliberately fills the two biggest structural gaps in the corpus at once: OPTIONS venue (BINANCE_OPTIONS+DERIBIT combined ~6% vs >=15% target, essentially zero survivors) and CROSS-VENUE (6.9% vs >=15%). It is NOT a short-volatility VRP structure (those repeatedly die risk_reject/no_edge: BTC/ETH delta-hedged straddles, short strangles, cash-secured put writes), and it is NOT an outright long-premium straddle/OTM buy (those bleed theta and die no_trades/no_edge). Instead it expresses the ONE mechanism that actually survives in this factory -- daily-timeframe directional trend on BTC (see the paper-stage BTC/ETH/ADA dual-timeframe momentum survivors) -- but packages it as a DEBIT VERTICAL SPREAD so the short leg finances the long leg's theta and the max loss is capped at the net debit. Signal is generated from BTCUSDT.BINANCE USD-M perp daily bars (the deep, clean price series the survivors use); execution is on DERIBIT BTC weekly options (the most liquid crypto option chain -- BTC specifically is required here because only the BTC weekly chain has strikes tight enough that BOTH legs of a vertical fill without the spread cost eating the edge; ETH weekly verticals are materially wider off-ATM). No continuous delta-hedging (that is what timed out the covered-call and straddle attempts) -- the position is opened once per weekly cycle and held to expiry, so per-bar work is O(1). Two parameters only (trend lookback, spread width in ATR units), chosen to keep walk-forward/holdout from fitting noise.