The Round-Trip Engine
Every grid level is a standing buy order paired with a standing sell order at the next level up. When price dips to the buy level and then recovers, both sides fill — locking in the spread as realized profit. Each oscillation completes a round-trip.
$150
$110
SELL LEVEL
BUY LEVEL
BUY
fills at $110
SELL
fills at $150
+$40 profit
locked in
BUY
fills at $110
SELL
fills at $150
+$40 profit
locked in
BUY
fills at $110
SELL
fills at $150
+$40 profit
locked in
Round-trip 1
Round-trip 2
Round-trip 3
Time →
3 completed round-trips
= $120 grid profit
(hypothetical)