Has anyone ever seen positive slippage on a scalp?

[Shadow Trader]

Slippage always gets described as a cost, but it's supposed to be symmetric in an honest market. Sometimes the price moves in the trader's favor between click and fill, and the order executes at a better level.

On plenty of accounts that almost never happens. Negative slippage shows up regularly and positive slippage looks like a rumor. Some brokers have a policy of passing improvements through only up to a point, or only on certain order types. Others simply round every deviation in one direction.

A decent sanity check: export a few hundred market orders, compute the difference between the requested price and the fill, and plot the distribution. A fair feed gives a bell shape centered near zero. A lopsided pile on the negative side with an empty positive tail says something about how orders are being processed.

Small samples lie, of course. Ten trades prove nothing and two hundred start to tell a story.

Worth noting that limit orders don't produce this problem the same way, since they fill at the price or better by definition.

A small habit makes the sample cleaner: log the requested price and the fill price on every market order for a month, then split the results by session. Positive slippage, where it exists, tends to show up in the quietest hours and on the most liquid pairs. It rarely appears near news. Seeing that split often explains why a broker's claim of "symmetrical slippage" feels true in demos and false in fast markets.

Is positive slippage a real thing on your account, or does the distribution only ever lean one way?