Buy the dips, sell the bounces inside a fixed band. Profitable in range, bleeds when the band breaks.
Over 2018-01-01 → 2026-09-23 it returned 31.7% while buying once on the first day and never touching it returned 529.9% — 498.2% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned 19.8%.
It spent 1292 days below its previous high at the longest stretch — 92% of the whole period under water.
150 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -55.8% | -29.9% | -3.2% | 4.1% | 10.4% | 15.4% | 29.8% | 29% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 19.8%, best 52.2%, worst 6.5%. 0 of them beat buy & hold.
Grid run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| levels 5 | levels 10 | levels 20 | levels 30 | |
|---|---|---|---|---|
| rangePct 0.15 | 14% | 18% | 12% | 7% |
| rangePct 0.25 | 20% | 32% | 20% | 10% |
| rangePct 0.4 | 29% | 42% | 28% | 17% |
| rangePct 0.6 | 28% | 52% | 49% | 28% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -44% | 4% | 13% | 21% | -44% | 2% | 5% | 9% | 2% |
| Max DD | 49% | 6% | 23% | 2% | 47% | 0% | 6% | 9% | 20% |
| Trades | 32 | 10 | 35 | 62 | 16 | 6 | 13 | 41 | 14 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2022-11-30 | +30.87 | — |
| 2022-11-24 | +30.87 | — |
| 2022-11-15 | +30.87 | — |
| 2022-11-10 | +30.87 | — |
| 2020-11-16 | +30.87 | — |
| 2020-11-12 | +32.31 | — |
| 2020-11-08 | +33.89 | — |
| 2020-11-05 | +33.89 | — |
| 2020-11-05 | +35.62 | — |
| 2020-11-03 | +37.52 | — |
| 2020-10-31 | +37.52 | — |
| 2020-10-27 | +39.62 | — |
| 2020-10-21 | +41.96 | — |
| 2020-10-21 | +44.57 | — |
| 2020-10-10 | +47.50 | — |
| 2020-09-14 | +50.83 | — |
| 2020-09-01 | +44.57 | — |
| 2020-08-17 | +44.57 | — |
| 2020-08-10 | +44.57 | — |
| 2020-08-03 | +47.50 | — |
| 2020-08-02 | +44.57 | — |
| 2020-07-31 | +47.50 | — |
| 2020-07-27 | +47.50 | — |
| 2020-07-27 | +50.83 | — |
| 2019-09-03 | +50.83 | — |
Rule-based range trading, widely automated on FX and crypto venues. The name itself has no official definition. Also known as Range grid, ladder.
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"rangePct":0.25,"levels":10,"allocPct":0.08} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | c1fc3f70dbe96a68 |