Most conversations treat slippage as a villain. Orders fill worse than expected, and everyone complains. The less discussed half is positive slippage, where orders fill at a better price than requested.
Whether a broker passes positive slippage to clients depends on its execution model. Some use symmetrical slippage, giving the benefit when price moves in the client's favour. Others only pass negative slippage through, a practice that quietly drains accounts over thousands of trades.
The test is simple. Open a demo or small live account and place 50 market orders during active hours. Log the difference between the requested price and the filled price. If every single deviation is negative, something is off. Real markets move both ways, so a fair broker should show a mix.
This matters more for scalpers than for swing traders, because a half pip of one-sided slippage on a 5 pip target is a 10 percent tax on every winner.
Has anyone run this test on their own broker, and what did the numbers show?
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Slippage is not always a bad thing
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