Research method
Martingale sizing system
Martingale sizing system is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Fixed contract sizing5 readings
Read in the archive9 readings
1988Modified-martingale progression lists and ruin bounds1989Scale-in-on-loss on a tempered-martingale-series with a fixed unit-factor1989Shorter series need fewer recovery hits and raise scale-in cash1990Recovery sizing as a series procedure1990Reverse-martingale pyramiding after clustered wins1993Test Martingale against fixed size before you pyramid1998The runs-test as a contract-sizing gate2004Scale-in on a two-close reversal instead of using a price stop2012Four-level risk sizing when stock margin caps fixed fractions
This registry entry describes a research method. It is not investment advice and does not make a performance claim.