Compliance

Best execution,
in practice.

Not a duty to get the best price on every trade. A duty to seek favourable terms and to be able to show that you looked.

What the obligation actually is

Best execution is not a duty to get the best price on every trade. It is a duty to seek the most favourable terms reasonably available under the circumstances, and — this is the part firms miss — to review periodically whether you are in fact doing so.

It is a process obligation with an evidence requirement. Which means a firm can obtain excellent execution and still fail, if it cannot show that it looked.

The three ways firms fail without noticing

Delegating without reviewing

Trades are placed through the custodian, so execution quality is assumed to be the custodian's problem. It is not. The obligation sits with the adviser regardless of who routes the order.

Reviewing without records

Someone looks at fills occasionally and is satisfied. Nothing is written down. A year later there is no way to demonstrate the review happened, which for evidentiary purposes is close to it not having happened.

Measuring the wrong thing

Commission is easy to compare and rarely the largest cost. Spread, market impact and timing usually matter more, and none of them appear on a statement. A firm that compares commissions and concludes it is getting good execution has measured the cheapest thing to measure.

A quick self-test: if an examiner asked how you concluded your execution was favourable last year, would the answer involve a document?

What evidence actually looks like

ElementWhat it should show
A measurable benchmark Fills compared against the best available market price at the time of execution, not against commission schedules.
Coverage All trades, not a sample chosen after the fact.
Periodicity A review that happens on a schedule and is recorded whether or not it found anything.
Independence Data from the custodian or an independent analysis provider carries more weight than a self-report.
A conclusion Someone looked, decided, and signed. A dataset without a conclusion is not a review.

What a number looks like when it means something

Execution quality is usually expressed as the share of trades filled at or better than the best available market price. Our own most recent figure is 97.7%, measured by S3 Matching Technologies and reported through Charles Schwab's execution quality report for the third quarter of 2025.

The number matters less than the three things attached to it: who measured it, over what population, and in what period. A figure without those is marketing. Ask any provider quoting one for all three, and treat reluctance as the answer.

If you trade yourself

This is entirely doable in house, and plenty of firms do it well. What it requires is a written execution policy, a periodic review against something other than commission, a record of that review, and a named person who owns it. If those four exist, the size of your firm is irrelevant.

If they do not exist, the exposure is not that your execution is poor — it probably is not. It is that you have no way to demonstrate otherwise.

Questions this did not answer? Ask them directly — that is what the twenty minutes is for.

Book 20 minutes with Kyle