A CROSS-VENUE, DEFINED-RISK, directional-convexity strategy that transports the factory's ONE proven, currently-promoted edge (BTC Dual-Timeframe Momentum Confluence, 4H primary + 1D confirm, long-short, Sharpe ~1.99 in paper) off the perp and onto the DERIBIT BTC weekly option chain, expressed exclusively as VERTICAL DEBIT SPREADS. Fills the biggest quota gaps: options (5.8% vs >=15%) and cross-venue (7% vs >=15%). Why debit spreads not naked long: the prior naked-long Deribit run was abandoned as a suspected MTM/scaling artifact and never tested its edge; a vertical spread's payoff is BOUNDED by strike width so a mis-scaled mark cannot run away, it halves theta cost, and max loss = net debit (the stop). Why NOT short-vol: the two dead Deribit short-vol runs failed because their payoff is defined by rare tails that ~2yr of chain cannot sample — a DIRECTIONAL spread payoff is NOT tail-dominated, so ~25 months / ~100+ weekly rolls IS diagnostic. Mechanism: each weekly expiry, compute BTC 4H+1D confluence on BINANCE; both bullish -> buy ATM/OTM call debit spread; both bearish -> put debit spread; disagree -> flat. Hold to expiry or take-profit, roll weekly. Fee math: 1wk ATM premium ~3.0-3.5% of spot, OTM short leg finances ~40%, net debit ~1.8-2.2%, max payoff ~2.6-3.2% (R:R ~1.4:1); Deribit fees ~0.06% RT (<1% of capture) — opposite of the fee graveyard. Risk 2.0-2.5% equity per spread (debit=max loss). Sizing in explicit USD/contracts to avoid the coin-vs-USD confusion behind the prior artifact.