Anti-Martingale

The reference decay curve: size is 1/(i+1), so each rung deeper commits less. It inverts the martingale bet — instead of paying more to insist the market comes back, it pays less the further the market goes, on the theory that a move which has already persisted is more likely to continue than to reverse.

Size at level i is 1/(i+1). Because the engine floors executed size at one lot, the drawn curve keeps decaying while the traded ladder flattens out at the minimum lot after the first few rungs. The total ladder cost is therefore bounded in practice and nearly bounded in theory.

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.

The harmonic series grows so slowly that adding levels is almost free. This is the family that lets you cover an enormous adverse range on a small budget — coverage becomes a design choice rather than a funding negotiation.

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 96.05 against a base of 100 and a deepest rung of 90.00 — so the average sits 40% of the way down the covered range. Getting back to flat from the bottom therefore needs a 6.72% bounce, against 5.00% for a flat ladder of the same depth — 1.72% more work.

Size shrinks with depth, so the deepest rungs barely move the average entry. Sitting through a sustained adverse move is cheap, and the total ladder cost is bounded no matter how many levels you add. The cost of that safety is recovery speed: there is little size down low to average with, so a deep drawdown unwinds slowly. The engine floors executed size at one lot, so past a certain depth the curve is flat in practice even though the formula keeps decaying.

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 2.02× base to collect 24.8 bps of it when the first rung completes.

Trending and directional markets. If the instrument makes sustained one-way moves punctuated by shallow retraces, decay sizing harvests the retraces while refusing to fund the trend.

Reduces size as price moves against you, so losses on deep levels are small. Capital-protective and trend-friendly; recovery is slower because deep levels barely move the average. Floored at 1 lot.

Recovery risk, not capital risk. The deepest rungs are too small to move the average entry, so if price does revert you climb out slowly, and the shallow rungs — filled at the worst prices relative to the eventual bottom — dominate the position.

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.

• Trending markets where you expect the adverse move to continue rather than revert.
• Strict capital protection mandates.
• Very deep ladders where you want coverage measured in tens of percent.

• Range-bound instruments where averaging down is the entire point.
• You need the ladder to pull the average entry down meaningfully.

• Spend the capital saved on depth and spread: decay curves are built to cover wide ranges.
• If the one-lot floor bites within three rungs, either raise the base lot or choose a shallower decay (square-root or logarithmic).

• 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.

1. 1
   Floor collapse

   Executed size hits the one-lot minimum almost immediately, so the configured curve stops describing the live ladder. Compare the plan's per-level sizes against the venue's minimum lot before deploying.
2. 2
   Slow recovery

   After a deep excursion the average entry sits close to the shallow rungs, so a partial retrace books little. This is the designed trade-off, but it surprises operators who expected "safer" to also mean "faster".

• Pairs naturally with trailing: light deep rungs make following the trend cheap.
• 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.

1. 1
   Is this the same as harmonic?

   Yes — identical math. Both names exist so dashboards and mandates can group the curve by the family they think in.

• 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 Anti-Martingale 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