Profit Leakage Audit · $995 · 48-hour turnaround

What is your trading book leaking?

An end-to-end audit of execution performance, latency, fill quality, and markout, ending in a dollar-attributed profit-leakage number and a prioritized fix list. Delivered from artifacts you already produce: no access to your code, production, or credentials. You choose what to share, under a mutual NDA.

Redacted execution telemetry and leakage-attribution surface
$174,400 leakage surfaced in a 14-day specimen audit, for $995
  • Missed fills$52.1k
  • Adverse selection$39.5k
  • Latency tail$31.2k
  • Taker fees$28.7k
  • Cancel / replace$22.9k

What you get

The exact deliverable.

  1. A dollar-attributed leakage number: gross edge to net captured, by source.
  2. Performance and risk stats: PnL, Sharpe / Sortino / Calmar, drawdown, per-symbol.
  3. Latency and fill quality: full percentiles, tail ratios, markout surfaces, edge distribution.
  4. A prioritized findings and remediation register, with a recorded readout.

Why this, not an AI

Measurement, not a narrative.

It computes exact percentiles over millions of your fills and joins them to public market data for true markout, then attributes the leakage in dollars. An AI has neither your fills nor the prices, so it cannot derive your number, only invent one. You receive an independent, evidence-backed report you can take to a risk committee.

Risk-free to try

Read the report before you book.

The sample report is the exact deliverable you will receive. Satisfaction guarantee: if you do not find it worth the fee, no charge. Every engagement runs under a mutual NDA, fully isolated, confidential and secure.

Profit Leakage Audit

Every book has a leakage number. Find yours.

Send 3 to 7 days of trade logs, latency telemetry, and order-to-fill records. Results within 48 hours of artifact receipt. $995 per system, satisfaction guarantee.

Next step

Ready to Discuss Your Mandate?

Use a short advisory call, purchase-path diagnostic intake, or architecture submission to route the work into the correct review path.

Book Advisory Call Purchase Diagnostic Submit Architecture

The first step is fit, evidence, and scope. Confidential implementation detail stays private until the review boundary is agreed.

Book Call Purchase Review