The Bid & Ask

Quotations, Dispatches, and the Daily Tape

Thursday, August 13, 2026

The Method

Charging realistic trading costs

Every trade is taxed by an estimated spread cost, the same as a real account would pay.

It is easy to design a strategy that looks good on paper and evaporates the moment you account for trading. Brokers no longer charge commissions on US stocks, but every trade still pays something to the spread between the bid and ask, plus a small amount of slippage on the way in and the way out. For the kind of large, liquid companies we hold, that round-trip cost works out to roughly 0.05 % of the trade size. We charge every simulated trade exactly that, so the portfolio performance shown on the site is what an investor would actually have received — not a frictionless ideal. It's also why the rules above — keeping winners, ignoring small drifts — matter. Trading less means keeping more.

At a glance

Cost we charge each tradeAbout 0.05 % (5 basis points)

From today’s portfolio

What trading has actually cost this portfolio so far, on the assumption that each round-trip pays about 0.05 % in spread.

Trades placed965
Total turnover$37.59M
Estimated trading cost$18.80K
Drag on the portfolio1.10%