Operation / risk
Anti-Martingale rare
anti martingale
Definition
A position-sizing rule that increases exposure after profitable trades and decreases it after losing trades.
Boundary
It concentrates size late in a winning streak and gives back gains when the streak breaks.
1 Strategies
0 Text mentions
0 Code hits
Role distribution
Market regimes
Uptrend0/0Downtrend0/0Range0/0Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection0/0All Regimes0/0
Common parameters
No parameter samples.
Frequent co-occurrence
Semantic relations
- Counterexample ← MartingaleAnti-martingale contrasts adding on profit with adding on loss.
Evidence strategies
Corpus quotes
No quotes.