ETH Deribit Long-Premium Directional Trend-Rider (Cross-Venue: BINANCE Daily Momentum Signal -> Buy 20-Delta ~3-Week Deribit CALL in Confirmed Uptrends / PUT in Confirmed Downtrends, Convex Long-Vol Expression of the Proven Momentum Edge, Single-Leg Defined-Risk, 3-Parameter)

A LONG+SHORT, CROSS-VENUE, LONG-PREMIUM options strategy that expresses the factory's ONE reliably surviving edge -- directional trend/momentum on liquid majors -- CONVEXLY instead of linearly. Every options attempt in the corpus so far has been a SHORT-vol structure (delta-hedged short straddle/strangle, covered-call overwrite, cash-secured put), and every one died (risk_reject / no_edge / coding_stuck). This deliberately does the OPPOSITE: it BUYS defined-risk convexity when a strong, confirmed trend regime is present, so the payoff is positively skewed (bounded small losses when premium bleeds, large convex wins when the trend delivers a fat directional move). It also fills the most under-represented buckets at once: options (combined 6.0% vs >=15% target, and zero long-premium directional attempts), cross-venue (6.9% vs >=15%), and long+short direction (14.7% vs the <=55% long-only ceiling). Signal is computed on ETHUSDT.BINANCE daily bars (multi-year, reliable history); the tradeable leg is a single OTM Deribit ETH option, dynamically selected each cycle. Kept intentionally to 3 parameters to resist the #2 killer (overfit).