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Add INDICIA DESK to crypto_focus (#138)

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Co-authored-by: Sly Bay <slybay@MacBook-Air-Sly.local>
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- [Microverse Systems](https://microversesystems.com) | `C++` | - Real-time L2 order books from 21 exchanges. Free WebSocket API, historical replay, sub-ms latency. - [Microverse Systems](https://microversesystems.com) | `C++` | - Real-time L2 order books from 21 exchanges. Free WebSocket API, historical replay, sub-ms latency.
- [Signalview](https://www.signalview.xyz) | `Platform` | - Non-custodial AI agents executing backtested signals on Hyperliquid perps; every signal ships a public 18-month backtest scored −100..+100; scoped agent keys cannot withdraw. Free to run. - [Signalview](https://www.signalview.xyz) | `Platform` | - Non-custodial AI agents executing backtested signals on Hyperliquid perps; every signal ships a public 18-month backtest scored −100..+100; scoped agent keys cannot withdraw. Free to run.
- [TrendRider Strategy](https://github.com/darkvolg/trendrider-strategy) | `Python` | - Open-source Freqtrade strategy for Bybit with a novel cascading early-loss exit ladder (-1.5% at 2h, BE at 4h, +0.5% at 8h, +1% at 16h, forced 24h). Backtest delta vs flat 24h timeout: +69% net profit, -77% max drawdown. Multi-timeframe entries on BTC/ETH/SOL + 15 altcoins. Public live dry-run dashboard at [trendrider.net/live](https://trendrider.net/live). MIT. - [TrendRider Strategy](https://github.com/darkvolg/trendrider-strategy) | `Python` | - Open-source Freqtrade strategy for Bybit with a novel cascading early-loss exit ladder (-1.5% at 2h, BE at 4h, +0.5% at 8h, +1% at 16h, forced 24h). Backtest delta vs flat 24h timeout: +69% net profit, -77% max drawdown. Multi-timeframe entries on BTC/ETH/SOL + 15 altcoins. Public live dry-run dashboard at [trendrider.net/live](https://trendrider.net/live). MIT.
- [INDICIA DESK](https://indiciadesk.com/en/vol) | `Platform` | - BTC/ETH options analytics on Deribit plus whale behaviour on Hyperliquid perps. Automatically classifies multi-leg whale option structures from the trade flow (butterfly, condor, risk reversal, straddle, calendar and five more families), keeps per-strike implied volatility with history, gamma exposure and the market-maker breakeven corridor. Ships an open daily track record with the misses included, and a public backtest of the "max pain magnet" theory across hundreds of expiries. Free tier available.