Half-Slope Inverse

Half-slope inverse: size is 1/(1 + m·i) with m defaulting to 0.5. It decays more slowly than the plain harmonic curve, so deep levels stay relevant longer, and the slope is tunable — making it the decay counterpart to half-slope linear growth.

The divisor grows linearly at rate m. Lowering m flattens the taper toward fixed sizing; raising it approaches the standard anti-martingale curve and beyond.

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.

Light and predictable, growing slowly with depth. Coverage is cheap, so wide ladders are the natural use.

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 95.76 against a base of 100 and a deepest rung of 90.00 — so the average sits 42% of the way down the covered range. Getting back to flat from the bottom therefore needs a 6.40% bounce, against 5.00% for a flat ladder of the same depth — 1.40% more work.

A softer version of the linear-inverse taper: the denominator grows at half speed, so decay is slower and deep levels stay relevant longer.

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 3.21× base to collect 20.8 bps of it when the first rung completes.

Mild trends where the standard harmonic taper de-risks faster than you want.

A softer version of the linear-inverse mode: the denominator grows at half speed, so size decays more slowly and deep levels stay more meaningful. Floored at 1 lot.

Low capital risk; participation declines gently. The tunable slope means the same mode can express two quite different policies, so record m with the deployment.

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.

• Mild trends with slower de-risking than plain anti-martingale.
• You want a decay curve where level 10 still carries real size.

• Strong trends where you want exposure to collapse quickly.
• You need a bounded total regardless of depth — geometric decay gives that, this does not.

• m = 0.25 keeps almost the full ladder meaningful; m = 1 approaches the harmonic curve.
• Verify where the one-lot floor lands for your chosen m; it moves substantially with the slope.

This mode is parametric. The wizard and the settings panel show only the dial(s) it actually uses, and changing one is a structural edit — the resting ladder is cancelled and re-placed at the new sizes.

• 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
   Slope ambiguity

   Two deployments of the same mode with different m are different strategies. The mode name alone is not a description.

• 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 closer to fixed or to anti-martingale?

   At the default slope, in between. At m = 0.25 it is much closer to fixed; at m = 1 it is the harmonic curve.

• 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 Half-Slope Inverse 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