# Validity Boundary — Market-State Gated Spring

## Definition (hard)

```text
market_state in {accumulation, markup} -> allow Spring
else -> block Spring
```

Spring 信号本体 = `V1_BASELINE`（FROZEN）。  
Gate = Decision 层默认规则（state_set v1.1 = **PASS**）。

Soft-score / hard-score 阈值 **不进入默认规则**。

## Validity statement

Spring has positive expectancy under:

1. BTC market  
2. Causal `market_state ∈ {accumulation, markup}`  
3. 8h / 4h / 1h alignment  
4. Trend-compatible (range already blocked in Baseline)

Invalid under:

1. `distribution`  
2. `range`  
3. `markdown`（对 SPRING_LONG）  
4. Ungated global trading  

## Causal state (entry-time only)

```
bear & ema_slope >= -1%   → accumulation
bull & ema_slope >  +0.5% → markup
bull & ema_slope <= +0.5% → distribution
bear & ema_slope <  -1%   → markdown
else                      → range
```

## Gate performance (net fee+slip)

| Window | Baseline | Gated state_set |
|--------|----------|-----------------|
| 2023+ | n=20 PF 1.45 DD 7.9% | n=7 PF **1.34** DD **3.4%** |
| full | n=47 PF 0.74 DD 26% | n=17 PF **0.92** DD **9.6%** |

Confidence: **MEDIUM / defined-domain PASS**（full PF 仍 < 1）。

## Negative-domain audit

`scripts/wyckoff_negative_domain_audit_result.json`

对 Baseline 全部 `SPRING_LONG`（n=28）按因果状态拆 kept/blocked：

| | n | PF | 含义 |
|--|---|-----|------|
| Kept | 15 | 1.09 | 全部在 markup |
| Blocked | 13 | 0.58 | **100% bad domain** |
| Blocked × distribution | 9 | **0.38** | 主杀伤区 |
| Blocked × range | 4 | 1.14 | 样本小，非干净杀伤 |

→ Gate 主要过滤 **distribution 结构性失效**，符合威科夫「Spring 是吸筹事件而非形态」的边界叙事。

## Default stack（LOCKED）

```
8h causal market_state
        ↓
Decision: state_set Gate v1.1  ← LOCKED
        ↓
Frozen V1_BASELINE Spring / UTAD
```

## Year/era robustness（冻结前确认）

`scripts/wyckoff_gate_robustness_slices_result.json`

- pre_2023 blocked：distribution share **87.5%**，blocked PF 0.37  
- 多数年份 blocked 以 distribution 为首  
- 2023+ blocked：distribution + range 并存；range **仅观察**，不改规则  
- 不因 2023+ blocked 弱正 PF 或 range n=4 回滚 Gate  

**Primary invalidation domain = distribution（稳定）**  
**range = observation bucket only**