Research
Methodology
At Trading Lab, we don’t rely on marketing claims. We deploy proprietary algorithms, high-frequency infrastructure, and actual trading capital to audit the financial ecosystem. Our methodology is transparent, repeatable, and strictly quantitative.
01. Execution Infrastructure
To eliminate network bias, our latency audits are conducted from dedicated VPS instances co-located within the Equinix LD4 (London) and NY4 (New York) data centers. This ensures our tests are conducted within the same proximity as Tier-1 institutional matching engines.
02. Broker Stress-Testing
Our broker audits focus on “Real-World Slippage” rather than advertised spreads. We execute 1,000 micro-lot orders across various market sessions (London Open, NY Overlap) to calculate the True Cost of Execution (TCE).
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Spread Stability
Measurement of spread widening during high-volatility news events (NFP, CPI, FOMC).
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Order Routing Audit
Verification of A-Book vs B-Book execution through trade receipt analysis and LP confirmation.
03. Prop Firm Verification
Proprietary Trading Firms are evaluated on counterparty risk and payout reliability. A firm only receives a “Verified” status if it meets our Solvency Alpha criteria:
Payout Ledger Audit
We track and verify at least 50 independent payout proofs from our community before assigning a reliability score.
Drawdown Logic Stress-Test
Calculation of equity-based vs balance-based drawdown and its impact on strategy survival rates.