Inverse Fibonacci

Decay by successive Fibonacci divisors, producing a taper that accelerates naturally and converges quickly. It is a decay curve for operators who already frame structure in Fibonacci terms and want the sizing to match that language.

Size at level i is 1 divided by the i-th Fibonacci number, so the taper starts gently and then falls away sharply. The convergence is fast enough that the ladder cost is effectively bounded within the first handful of levels.

Below is the wizard's own ladder table and the trading terminal's chart engine, both driven by buildLadderPlan for this mode. Change the level count, spread or target and the rung prices, sizes, capital ramp and chart lines recompute exactly as they would in the grid designer.

Bounded and small. Depth is essentially free, so wide coverage is the natural configuration.

Read the cost vs 5 levels column as the escalation test. A flat ladder doubles when the depth doubles; anything materially above that is a curve whose coverage has to be bought rather than simply configured.

With every rung filled, the volume-weighted average entry is 97.55 against a base of 100 and a deepest rung of 90.00 — so the average sits 24% of the way down the covered range. Getting back to flat from the bottom therefore needs a 8.39% bounce, against 5.00% for a flat ladder of the same depth — 3.39% more work.

Divides by successive Fibonacci numbers, giving a natural accelerating taper that converges quickly.

The last row is the metric that separates modes. Profit for a full cycle is the target percentage of deployed capital in every mode, so it cannot discriminate. What differs is how much capital has to sit reserved to earn one shallow cycle: this mode reserves 2.34× base to collect 42.7 bps of it when the first rung completes.

Trend protection on instruments where you are already using Fibonacci retracement levels for the rung geometry.

Divides by successive Fibonacci numbers, so size falls off in a natural curve many chartists find intuitive. Floored at 1 lot.

Low capital risk with rapid loss of participation. Beyond level four or five the rungs are decorative unless the base lot is large.

This is the product's grid backtester, not a summary of one. It fetches public candles for the instrument you pick, rebuilds the ladder anchored on the first candle of the window, then applies the engine's own fill, take-profit, refill and stop-loss rules bar by bar. The caveat block inside the panel is part of the output — read it before trusting a number.

First the arithmetic, then the market. The table below is computed from the size curves alone; the sweep underneath replays every one of those ladders over the same real candle window, with grid_mode as the only variable.

• Fibonacci-aligned trend protection where the sizing should echo the geometry.
• You want a fast taper that is gentler than halving in the first two rungs.

• Deep ladders where you want real size below the first few rungs.
• Small base lots, where the floor arrives almost immediately.

• If the taper is too abrupt, geometric decay with r ≈ 1.3 gives a slower, tunable alternative.
• Use depth for coverage, not for participation.

• Watch how quickly executed size hits the one-lot floor — beyond that point extra levels add coverage but almost no averaging.
• Track realised cycles per day. Decay curves earn from frequency, so a falling cycle count is the signal that the market has left the window.
• Check the gap between average entry and mark. Decay curves keep it wide by design, so recovery expectations must be set from it, not from hope.

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   Decorative depth

   Levels beyond the fifth contribute almost nothing but still consume order slots and monitoring attention.

• Spread sets how fast the ladder consumes depth. Widening it buys coverage for the same level count at the cost of fewer fills.
• Target sets what each cycle books. Below round-trip fees plus slippage, a grid is a fee generator regardless of the size curve.
• The stop loss is the only bound on the tail. Without it, the curve's worst case is whatever the market does, not what you planned.

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   How does it compare with halving decay?

   Gentler for the first two rungs, comparably negligible after the fourth. The sweep below will show the difference on real candles is usually small.

• Sizes and capital: levelMultiplier / gridModeCurve in lib/grid/gridModes.ts, mirrored from grid_modes.hpp and the Python engine's lot calculator.
• Rung and exit prices, capital ramp, init targets and the stop line: buildLadderPlan — the same builder the wizard and grid designer use.
• Backtest fills, cycles and P&L: runBacktest / runBacktestSweep over public broker candles, applying the engine's fill, exit, refill and stop rules.
• Price charts: the trading terminal's chart engine, with the ladder drawn through its own price-line API.

• 1.Grid Modes — Overview — The full taxonomy and how to choose
• 2.Anti-Martingale family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Inverse Fibonacci ladder
• 4.Stop Loss — Bounding this curve's tail
• 5.Reading the Ladder Plan — Verifying the curve before deploying
• 6.Grid Structure — Levels, init batch and base size