A SINGLE-LEG, fully cash-collateralized weekly PUT-WRITING program on Deribit BTC options — deliberately the SAME instrument, venue, and execution path as the factory's single highest-Sharpe promoted strategy (Deribit BTC Weekly Cash-Secured Put-Write, Sharpe 12.2), which PROVES this exact cell has real edge, catalogued greeks/IV data, and a working options execution path (the only one that has ever cleared Layer 3). It is distinct from that promoted winner in one deliberate, evidence-driven way: it DROPS the long-lookback IV-rank / IV>RV double-gate that repeatedly abandoned the ETH-weekly and BTC/ETH-monthly siblings (those needed a ~560-day rolling IV lookback → only 4 trades → metrics_reliable=false, a structural dead end). Instead it keeps ONLY the trend filter (the gate the winner's own title flags as load-bearing) and writes a fixed ~25-delta OTM put on a ~weekly cadence. Because it does not depend on a multi-year IV-percentile window, it trades every eligible week (~40-52/yr) over the available Deribit BTC weekly option history — producing a statistically reliable trade count and sidestepping the exact 'too few trades' wall that killed every other options proposal this session. It fills the most under-represented venue (options: Deribit 5.4% + Binance-options 0.1% vs a ≥15% target) with the lowest-risk options bet available: a variant on the one options cell already known to execute and profit. Deliberately 2 parameters (put delta, trend-filter length) to resist overfit (the 202x killer).