Two-Sided Futures Grid with Staged Scaling and Profit Exits

Summary

This futures grid strategy opens an initial long and short position, then adds to each side when price moves against that side by a configured percentage. Position sizes increase through a preset sequence, creating a martingale-like scale-in process. Each filled entry receives an individual profit exit; as positions close, the strategy reduces that side’s step count and updates the next entry threshold. It also cancels entries that remain unfilled past a timeout and periodically adjusts thresholds when a side has no open positions.

The document advertises a historical return claim and resilience in rising or falling markets, but supplies no independently described performance statistics or risk analysis. The published backtest configuration is limited to BTC/USDT futures over part of 2021. Scaling into adverse moves can rapidly increase exposure, and holding both directions does not remove liquidation, funding, execution, or margin risk. The strategy’s return claims should therefore be treated cautiously and assessed with realistic costs and risk controls.

Key ideas

• The system starts with both long and short positions and adds to a side when price reaches its next adverse-move threshold.
• A preset size sequence increases order quantity as positions are added, creating martingale-like exposure growth.
• Each entry is paired with a profit-taking exit, while timed-out unfilled orders are canceled.
• The document’s performance claims are not supported by detailed metrics, and two-sided positions do not eliminate futures risks.

Tags

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