A new approach to Markov chain Monte Carlo simulation was recently proposed by Propp and Wilson. This approach, unlike traditional ones, yields samples which have exactly the desired distribution. The Propp-Wilson algorithm requires this distribution to have a certain structure called monotonicity. In this paper an idea of Kendall is applied to show how the algorithm can be extended to the case where monotonicity is replaced by anti-monotonicity. As illustrating examples, simulations of the hard-core model and the random-cluster model are presented.