Classification: (a), a concrete idea. The source sums dictionary-scored headline sentiment for each drug manufacturer from the previous close until 30 minutes after the open. It then trades intraday in the direction of that sign and exits at the close, on Wednesdays only (Berument & Kiymaz). The source reports Sharpe 0.116 against SPY's 0.971, and only became profitable once the Wednesday filter was added. We treat both numbers as unverified. Why the idea cannot run as written: (1) Our scored news indicators barely cover the drug-manufacturer universe (LLY about 15 files and MRK about 11; PFE, ABBV, JNJ, BMY, AMGN and GILD none), so it cannot be backtested on USEQ. (2) The Wednesday filter is a date-keyed window, which the factory treats as a dead family (L179), and the source admits it is the only thing that made the strategy profitable, which is an in-sample selection. It is dropped. What we keep is the core mechanism: news sentiment accumulated over a window, traded in its sign direction for a fixed horizon of about one session. We move it to the asset with the densest per-asset LLM-scored news in our estate after BTC: ETH (about 3,000 indicator files since 2026-08-13; BTC is avoided for corpus concentration). Instrument: ETHUSDT.BINANCE USD-M perp, 1-HOUR bars, long-short, single leg. Signal: S_t = sum of (sent_avg x n_articles) over the ETH news_sentiment buckets ingested in the trailing `accum_hours` (source analogue: close to open+30m, about 17.5h). Missing buckets count as zero news. All lookups are point-in-time via supp_window/supp_as_of on ingestion time. The MACRO series merged into the ETH feed is acceptable. HONEST LIMITATION: the scored history starts 2026-08-13, about 7 weeks, so this is a short-sample exploratory test and the analyst must judge the covered span. If the result is inconclusive it should wait for the history to accrue rather than be re-tuned.