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I am not publishing a winner. I am describing what I measured on my own metals tickets over overlapping weeks.

On my IC raw path, gold spreads in the London morning were usually tight enough for my M1 continuation stops. On an Eightcap raw path I tested, spreads were comparable at quiet 08:30 prints but I saw more variance around US data even when I was flat. Slip on gold stops was the bigger difference in my sample than the advertised spread.

Practical outcome: IC kept gold for prop-translation practice because my personal log was denser there. Eightcap stayed in the comparison sheet for EURUSD hours. Metals decisions follow the deals tab, not the landing page. If your sample disagrees, trust your sample - and keep the sample size honest, not three memorable fills. I revisit the metals comparison when either broker changes account type or when my own gold stop distance changes. Stale comparisons create false loyalty. The deals tab wins arguments; memory loses them.

If anyone has a longer sample on Eightcap gold around US data, I would be interested in comparing numbers.

Agree that slip on stops is where the real difference hides. Advertised spread is a quiet hour number, and gold stops mostly fire when it isn't quiet.

One method point. Comparing overlapping weeks is better than sequential ones, but your fills still happen at different moments on each feed.

If you can, run a small tick recorder on both feeds at the same time through a few US releases while flat. Then the spread variance you saw is measured side by side rather than remembered.

I'd also express gold slip as a fraction of stop distance, not just cents. Thirty cents of slip on a $3 stop is 0.1R, but on a $1.50 M1 stop it's 0.2R, and that's what decides whether the setup survives.

On sample size, I wouldn't trust a broker difference on stops with fewer than 50 stop fills in the US data window on each side. Memorable fills are almost always the bad ones.

I don't have a long Eightcap gold sample myself, so I can't add numbers on that side, sorry. How many stop fills around US data did your comparison have?

PropScalpDesk, a units check before anyone posts numbers here, because I tripped over it when comparing gold feeds. One feed quoted XAUUSD to two decimals and the other to three, so a spread of 15 points on the first was the same 15 cents as 150 points on the second. Platform spread readouts in points will mislead anyone comparing screenshots.

Contract size is worth confirming too. Most raw accounts I have used treat one lot of gold as 100 ounces, so 10 cents of slip is $10 per lot, but I would check the symbol specification on both rather than assume it.

Commission on metals is the other trap. Some raw accounts charge it on gold while others fold the cost into a wider spread with no commission, which makes a spread only comparison flatter one side.

My comparison sheet now has one column for all-in cost in dollars per lot per round trip, spread plus commission plus median stop slip. Anything quoted in points gets converted before it goes in.

Were your stop fills on both brokers plain stop orders, or did either offer a stop limit? A stop limit can make slip look smaller while leaving some stops unfilled.