Logarithmic Decay

The shallowest taper available: size is divided by 1 + ln(i + 1), so exposure declines only marginally with depth. It is a nearly neutral curve — a slight bias toward protection layered on top of what is essentially flat sizing.

The divisor grows logarithmically, so even at level twenty the size is a meaningful fraction of base. More of the configured ladder trades above the minimum lot than in any other decay mode.

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.

Slightly below a flat ladder at the same depth — close enough that flat-ladder capital planning applies with a small discount.

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 95.11 against a base of 100 and a deepest rung of 90.00 — so the average sits 49% of the way down the covered range. Getting back to flat from the bottom therefore needs a 5.67% bounce, against 5.00% for a flat ladder of the same depth — 0.67% more work.

The shallowest taper available: the denominator grows only logarithmically, so deep rungs keep meaningful size. Effectively a near-neutral curve.

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 3.80× base to collect 15.5 bps of it when the first rung completes.

Very mild trends, and situations where you want to claim a de-risking policy without materially reducing participation.

Divides by a slowly growing log term, so size decreases only gradually — the least aggressive anti-martingale, keeping meaningful size deep in the ladder. Floored at 1 lot.

Fixed-mode risk with a marginal reduction at depth. The hazard is expectation: this is not meaningful de-risking.

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.

• Very mild trends.
• You want a slight protective bias without giving up depth participation.

• You need genuine de-risking — this barely decays.
• You are trying to bound the ladder cost tightly; use geometric decay instead.

• If the point is protection, step up to square-root decay. If the point is participation, use fixed and keep the simpler model.

• 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
   Protection theatre

   The curve satisfies a de-risking requirement on paper while behaving as flat sizing in practice. Measure it against fixed before relying on it.

• 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
   When is this the right answer?

   When you want flat-mode behaviour and a documented, monotonically decreasing size rule. Those are the only two properties it reliably delivers.

• 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 Logarithmic Decay 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