Sideways Market: Where Grids Thrive
As price oscillates down through the grid, a BUY fills at each level it crosses — not just the bottom. Each filled buy immediately gets a paired SELL placed one grid level above it (the profit-% spacing). When price recovers, those sells fill in sequence, locking the spread at every level.
$155 $140 $125 $110 Time → price declining — buys fill at each level price recovering — sells fill in sequence sell order placed sell order placed sell order placed SELL placed 1 grid level above profit-% gap set at deployment BUY A @ $140 BUY B @ $125 BUY C @ $110 SELL C @ $125 +$15 locked SELL B @ $140 +$15 locked SELL A @ $155 +$15 locked Grid Range KEY MECHANIC: Buys fill at MULTIPLE levels as price descends — one at $140, one at $125, one at $110. Each buy immediately places a sell order one level above it (the profit-% gap). As price recovers, all three sells fill in sequence, locking the spread at each level. The grid runs three layered round-trips simultaneously — not one. Figures shown are hypothetical examples to illustrate the mechanism. Grid spacing ($15/level) is for illustration only.