Safety
READ ONLYSHADOWNo order entryNo live routingSimulated TCA
Execution Score
84
EXEC84
Slippage (avg)
2.4 bps
Fill Quality
91
Routing Quality
87
Venue Selection & Routing
| Venue | Routed Share | Latency | Avg Slip | Quality |
|---|---|---|---|---|
| Binance | 38% | 42ms | 1.8 bps | Q92 |
| Bybit | 24% | 61ms | 2.1 bps | Q88 |
| OKX | 18% | 78ms | 2.6 bps | Q82 |
| Coinbase | 12% | 118ms | 3.1 bps | Q78 |
| Kraken | 8% | 210ms | 4.2 bps | Q64 |
Fill Analysis
| Tier | Share | Avg Bps |
|---|---|---|
| Maker | 62% | -0.4 |
| Taker | 31% | +2.8 |
| Hidden | 7% | +1.1 |
Slippage Distribution
0-1 bps184
1-3 bps142
3-5 bps58
5-10 bps22
10+ bps4
Position Sizing
Notional cap$500K
Per-venue cap$120K
Risk per trade0.5%
Kelly fraction0.18
Leverage Policy
Max leverage5x
Avg leverage2.8x
Auto-deleverageARMED
Kill switchREADY
Order Quality
Maker ratio62%
Reject rate0.4%
Cancel/replace14%
Avg latency88ms