Empirical Standards & Data Protocols
Every study, calculator model, and broker cost audit published by Drawdown Trading must adhere to strict evidence classifications, minimum sampling sizes, and transparent peer review.
Evidence Classification System
Regulator Verified
Data sourced directly from statutory regulator public registers (FCA, ASIC, CySEC, CFTC) or Companies House official filings.
Drawdown Observed
First-party empirical observations captured via our VPS automated logging system, order execution tests, or tick data scrapers.
Broker Supplied
Information provided directly by broker representatives or published in official customer legal agreements and fee schedules.
Third-Party Source
Academic literature, economic data feeds (FRED, EIA, BIS), or verified third-party API benchmarks.
Unverified / Draft
Marketing claims, unconfirmed forum reports, or incomplete datasets. Unverified items are strictly flagged and excluded from published rankings.
Minimum Publication Criteria
- Minimum Sample Size: Broker spread audits require at least 500 tick observations across 3 separate trading sessions.
- Reproducibility: All mathematical models must include full formulas and downloadable raw CSV datasets.
- Noindex Draft Policy: Research pages with pending evidence remain flagged `noindex` and excluded from `sitemap.xml`.
- Conflict Disclosure: Commercial partner connections are disclosed on every individual study.