# Spring Baseline V1 — FROZEN SNAPSHOT

勿改本目录文件。可运行副本在：

- `strategies/Wyckoff_BTC_V1_BASELINE.py`
- `config/Wyckoff_BTC_V1_BASELINE.json`

## Evidence (cost-adjusted)

| Window | Profit | n | DD | Net PF |
|--------|--------|---|-----|--------|
| Train | +1.66% | 12 | 3.6% | 1.17 |
| Validate | +9.99% | 6 | 1.8% | 6.20 |
| Test | +0.85% | 2 | 0.7% | 2.18 |
| Full | +12.74% | 20 | 3.6% | 2.02 |
| fee+slip 5bps | +6.78% | 20 | — | **1.45** |

Status: **PASS + Limited Evidence** (N=20)  
Next: Phase3 → N≥50（延历史 / 多品种），不改规则。