Restates QuantConnect's 'Option Expiration Week Effect' (Strategy Library #102, from Quantpedia and Stivers & Sun, 'Returns and option activity over the option-expiration week for S&P 100 stocks', JBF 2013). The source buys OEF (S&P 100 ETF) at the start of the week that ends on the monthly equity-option expiration (third Friday, or the Thursday before it when that Friday is an exchange holiday) and holds cash otherwise. OEF is not in our USEQ universe, so this hypothesis uses SPY.USEQ (S&P 500 ETF, 1-DAY bars, catalog span 1993-01-29 to 2026-09-30). SPY is the most heavily optioned underlying in the world, so the mechanism, if real, should be at least as strong there. Stivers & Sun also report the opposite drift in the week AFTER expiration, so the second leg (short SPY through the post-OpEx week, which Reg-T margin allows) is part of the same documented cycle. It makes the strategy long-short and doubles the sample. HONEST CAVEAT: lesson L179 lists option/VIX-expiry windows among date-keyed calendar effects that have died in the factory: SVXY pre-VIX-settlement (overfit, Sharpe 0.45) and ETH Deribit post-expiry fade (negative expectancy, 385 trades). The two differences here are the sample and the tuning. 33 years of SPY gives ~396 OpEx weeks plus ~396 post-OpEx weeks, ~790 trades, against the ~100-385 of the dead variants. And there is ZERO tuning: the plan has no tunable parameters, so there is nothing to search and the deflation step sees N=1. This is a one-shot falsification test of a published effect, not a search. If the fixed rule is not clearly positive, the family is closed for US equities as well.