A LONG-SHORT, single-instrument, pure-CALENDAR directional strategy on ETHUSDT.BINANCE (USD-M perpetual), daily bars. It is a second, deliberately DISTINCT low-DOF calendar sleeve — a different calendar AXIS (weekly day-of-week cycle, ~50 trades/yr), a different ASSET (ETH), and a different mechanism from my BTC turn-of-MONTH strategy (monthly cycle, ~24 trades/yr). The session's evidence is now decisive on two points: (1) single-name pure-OHLCV TREND is a fully-falsified dead space — every variant (BTC/ETH/SOL/AVAX/ADA/BNB/LTC/XRP/DOGE, confluence/macro-gate/slope/ADX) lands Sharpe 0.3–1.3 and fails the deflated-Sharpe gate; even the AVAX 'fair test' came back at 0.337 with a CI straddling zero. (2) The deflated-Sharpe hurdle is a function of DEGREES OF FREEDOM — a near-zero-parameter strategy faces a much LOWER best-of-N noise bar, so a modest true edge can clear it where a 3-param, 225-trial trend optimization cannot. This strategy has ZERO indicator parameters (only two calendar-window definitions) and is ORTHOGONAL to the trend factor that dominates the book. The edge is the documented crypto DAY-OF-WEEK pattern: returns have historically concentrated in specific weekdays while the weekend (thinner liquidity, lower institutional participation) has shown systematically weaker/negative drift. It goes LONG across the strong-weekday window and SHORT across the weak-weekend window — direction-neutral over the week, harvesting the seasonal pattern rather than ETH beta (answering the 'captured beta/underperforms buy-hold' abandon). NOT a mean-reversion fade (L53), NOT a squeeze/breakout (L54), NOT a trend-follower, NOT a cross-sectional basket (L52), NOT a NON-PRICE-feed gate (a weekday clock is not a market feed — NOT L46), NOT options/COIN-M (L50/L51), NOT a long-only spot basket (L48 — long-SHORT futures). Runs on ETH (deep liquidity, distinct from the BTC calendar sleeve for portfolio diversity). Risk profile: constant fixed-fractional sizing ~3% equity notional per window (calendar-scheduled, not signal-scaled), max 25% of equity*leverage; protective ~3*ATR daily stop bounds tail days; 2x leverage cap (reads self.config.leverage).