Weekly covered call yield-harvesting strategy on BTC: long BTC perp on BINANCE as the synthetic 'underlying' position, simultaneously short a weekly OTM call option on DERIBIT to collect option premium each week. If BTC stays below the call strike at expiry, the short call expires worthless and the full premium is captured as yield. If BTC exceeds the strike, the long perp gain is capped at strike but offset by intrinsic-value loss on the short call (net: collect time-value portion of the premium). This is the SINGLE LARGEST UNDER-REPRESENTED QUOTA in the portfolio: DERIBIT + BINANCE_OPTIONS combined sit at 0.3% vs ≥15% target — a 14.7pp gap. NO options hypothesis has been generated in factory record, so the mechanism class has ZERO precedent in failure patterns. This hypothesis SIMULTANEOUSLY fills TWO under-represented quotas: (a) options venues (DERIBIT 0.2% → ≥15% combined target), (b) cross-venue scope (4.0% → ≥15% target). The strategy is institutional-real: Ribbon Finance, Friktion, QCP Capital, and Galaxy Digital all run weekly covered-call vaults on BTC; historical yield ~10-20% annualized in normal vol regimes. Mechanism is structurally distinct from every refuted strategy in batch memory — it does NOT depend on directional prediction (cap-and-collect, not breakout/momentum), does NOT use bar-pattern recognition, and does NOT rely on cross-asset transfer (single-asset BTC options).