Costs
The fee is on every pricing page. The second, usually larger bill is nowhere – here it is, with our own measurements.
Pricing pages show one number: the fee. Trading adds three more, and together they are usually larger. We measured them on our own signals, on tick data, across 867 completed trades.
| Block | How large | Who talks about it |
|---|---|---|
| Subscription fee | €0–200 a month | Everyone |
| Spread | measured here: 0.081 R per trade | Almost nobody |
| Commission | broker dependent, noticeable on US stocks | Some |
| Slippage | hidden in the gap between the ideal and the real result | Nobody |
Our measurement: across 867 completed signals, an average of +0.066 R per trade is left after spread and commission. It differs by market – the full breakdown is under trading costs.
Take your risk per trade (say €100 = 1 R), multiply it by the result per trade after costs and by the number of trades you take in a month. Subtract the fee. If what is left is negative, the subscription is too expensive for your position size – however good the signals are.
With our numbers: €100 risk, ten trades a month, +0.066 R per trade → roughly €66 before the fee. At €9.90 a month, little of that survives. At €500 risk per trade the same sum looks different. That is uncomfortable, but it is the sum that matters.
Between nothing and 200 euros. But the fee is not what decides it: what decides it is what the signals leave after spread, commission and slippage. For us that is a measured 0.066 R per trade after all costs.
Because a system with an 80 percent hit rate and small wins can be worse than one with 50 percent and large ones. The only comparable figure is the average result per trade after costs.
That depends on your position size. If you risk 100 euros per trade and take ten trades a month, you need an edge that covers the fee. Do the maths before you pay – ours included.
The backtest calculator on the performance page runs on completed signals, not simulations.