A LONG-SHORT directional strategy that TRADES the liquid BTCUSDT.BINANCE USD-M perpetual using a genuinely NEW INFORMATION SOURCE — the DERIBIT options SKEW (25-delta risk reversal = 25Δ put IV − 25Δ call IV) — per the meta-learner's L38 mandate. Skew measures the ASYMMETRY of options demand: how much more traders pay for downside protection (puts) than upside (calls). This is orthogonal to price, momentum, funding, open interest, liquidation flow, AND the vol LEVEL (my pending DVOL idea uses overall implied vol; skew is the directional put/call TILT — a different facet entirely). It is NOT an options strategy (no option legs → sidesteps options-implementation deaths); skew is purely a signal input to time a simple perp trade (dev-safe). The documented edge: skew reaches extremes at sentiment turning points — a very steep PUT skew means fear/hedging demand is saturated (everyone who wants protection has it), which historically marks capitulation lows → contrarian LONG the perp as the skew begins to flatten; an extreme CALL-favored (flat/negative) skew signals greed/complacency at tops → SHORT as it rolls over. It stays on BTC (deepest options market → cleanest skew, and the one instrument with demonstrated tradability), single perp execution, and is built for the analyst's gates: skew extremes recur enough for a measurable multi-year sample (~80-160 trades), BTC reversals off sentiment extremes are large (~3-6%, clearing the ~0.10% fee), and revert-to-mean vs defined stop keeps reward:risk favorable and drawdown bounded. It fills the under-target LONG-SHORT bucket (13.6% vs 86.4% long-only) and the near-empty options-informed space. 3 parameters.