# Wyckoff BTC System v1 — Decision Rule Locked

```
Architecture: Market State → Decision → Signal

Spring:          FROZEN
Gate v1.1:       LOCKED DEFAULT Decision rule  (PASS)
Soft-score:      REJECTED (no increment)
Hard-score:      REJECTED

Minimal rule:
  market_state in {accumulation, markup} -> allow Spring
  else -> block Spring

Primary invalidation domain: distribution
range: observation bucket only (NOT a trading rule)

Validity: DEFINED
Confidence: MEDIUM / defined-domain PASS
Status: DEFAULT RULES FROZEN
Next: dry-run / monitoring only（见 operational checklist）
```

## Operational

上线前不改规则，只验执行链：

→ [`DRY_RUN_DECISION_CHECKLIST.md`](./DRY_RUN_DECISION_CHECKLIST.md)

覆盖：信号一致性 · 日志字段 · dry-run 监控 · 报警 · 硬禁 · Go/No-Go。

## Locked stack

| Layer | File | Status |
|-------|------|--------|
| Signal | `Wyckoff_BTC_V1_BASELINE.py` | FROZEN |
| State | `engine/market_state.py` | causal v1.1 |
| Decision | `Wyckoff_BTC_GATED.py` | **LOCKED state_set** |
| Boundary | `VALIDITY_BOUNDARY.md` | active |

## Robustness slices (blocked Spring, by year/era)

证据：`scripts/wyckoff_gate_robustness_slices_result.json`

| Slice | blocked n | dist share | top blocked | blocked PF |
|-------|-----------|------------|-------------|------------|
| 2020 | 3 | **1.00** | distribution | 0.73 |
| 2021 | 4 | **0.75** | distribution | 0.31 |
| 2022 | 1 | 1.00 | distribution | 0 |
| 2023 | 1 | 1.00 | distribution | 0 |
| 2024 | 3 | 0.33 | distribution+range | 0 |
| 2025 | 1 | 0 | range (obs) | n=1 win |
| pre_2023 | 8 | **0.875** | distribution | 0.37 |
| 2023plus | 5 | 0.40 | distribution+range | 1.22 |

Verdict: **distribution 归因在多数有样本切片上稳定**（PASS）。  
2023+ / 2024–25 中 range 占比上升 → 保持 **观察标签**，不升格为交易规则。

## Do not

- 调 Spring / soft-score / Gate 阈值  
- 因 range 小样本正 PF 开放 range 交易  
- 复活 LPS / 默认跨资产