Long-Only Geometric or Arithmetic Price Grid With Fixed Bounds

Summary

This JUP-focused strategy divides a user-defined price range into geometric or arithmetic grid levels and allocates a fixed investment across slots. When the closing price crosses down through a level, the script buys for that slot; a subsequent upward cross through the next level closes that position. The strategy is long-only, uses close-to-close crossing checks, and includes configurable bounds, level count, investment, and a backtest date window. It also provides status and visualization elements, plus webhook alerts intended for bot integration.

The design has no trailing exit or stop loss; the stated structural limits are the grid bounds and allocated capital. That leaves exposure to a sustained decline and may leave inventory open if price moves below the range without recovering. The document describes calibration defaults and simulated trading costs, but gives no complete performance findings in the supplied text. Its behavior depends on the chosen range, asset, timeframe, fees, and execution assumptions, so the defaults do not establish suitability or robustness.

Key ideas

• The strategy buys when price crosses down through a grid level and sells that slot after crossing upward through the next level.
• Grid spacing can be geometric or arithmetic, and investment is divided across the configured levels.
• The logic is long-only and checks crossings between consecutive closes.
• There is no stop loss or trailing exit; the design relies on bounded range and allocated capital.
• Results will depend on grid calibration, market behavior, and trading costs, and the document supplies no complete performance analysis.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.