Spread Method

How we sequence fee tables against live spreads on a desktop layout—before anyone talks about size.

The problem the method answers

Headline spreads ignore the slow parts: tiered maker rates, network-specific withdrawals, and the habit of reading yesterday’s fee blog as if it were today’s schedule. Our method forces those lines into the same view as the spread observation.

Sequence we use on a PC desk

1. Name the venues and the exact fee page version. Screenshot or pin the URL with the date. If the account panel disagrees with the public page, the panel wins for that session.
2. Lock trade size assumptions. Fee brackets often change with notional. We pick the size you actually use, not a round marketing number.
3. Build the fee stack. Maker or taker on each leg, plus withdrawal and deposit lines that apply to the asset and network you named.
4. Observe the spread once. One timestamped mid or top-of-book comparison—no cherry-picking across an hour.
5. Net the edge, then stress it. Re-run with a slightly worse fill and a higher withdrawal bracket. If the edge dies under mild stress, we treat the route as fragile.
6. Write the worksheet cells you will reuse. Morning checks should edit numbers, not reinvent the structure.

Where this shows up in our work

The same sequence underpins the Desktop Arbitrage Spread Review, informs Fee Audits, and becomes the skeleton of a PC Calculator Desk Setup.

What the method refuses

We do not promise that a positive net edge will persist after you leave. We do not invent urgency. We do not hide withdrawal lines in footnotes.

Next step

If you want this sequence applied to your venues, request a spread review or skim session rates.