Various types of grit added to paint will make wood steps slip-resistant. Use special plastic grit and you'll never see it, even as the paint wears away.
By the DIY experts of The Family Handyman Magazine
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Adding grit to paint
Sprinkle the grit on wet paint
Apply a fresh coat of paint to the steps. Then immediately sprinkle a generous coating of rubber grit to the surface. Allow it to dry. Then add a second coat to seal the grit.
Before winter hits, apply a coat of paint and traction grit on slippery wood steps. Sand and aluminum oxide grit are cheap, but both require constant stirring. And they show up as dark specks as soon as the paint starts to wear. Instead, try polymeric plastic grit (such as Seal-Krete Clear Grip), available at home centers and bigpaintstore.com. Polymeric grit stays suspended in the paint as you apply it, and because it’s clear plastic, it won’t show up as dark specks as the paint wears.
If you want grit that’s easier on bare feet, add rubber grit to the paint (such as Soft Sand Traction Grit; available from softsandrubber.com). Use the broadcast method shown to apply it.