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)