Stop Losing Professional Clients to Margin Calls
One overlay to launch a new product line, boost existing P&L, and structurally reduce client churn.
CRL™ is a patent-pending, retroactive leverage overlay for licensed brokers, banks and prop firms. You can offer a new premium-based leverage product with no client margin calls at product level, apply CRL dynamically on top of existing positions or books to multiply profit, and compress client losses into a fixed premium — reducing churn and improving the lifetime value of your best professional clients.
No signup required for sandbox • See actual CRL calculations in real-time
Churn insights derived from internal backtests on leveraged derivatives (2020–2025) across major US indices and single names, plus calibrated Monte Carlo scenarios. Figures are indicative and refer specifically to CRL Base™ backtests and simulations, not a guarantee of future performance. Conditional Retroactive Leverage™ is a trade structuring tool, not an investment firm.
This is NOT for everyone
CRL Base requires €10M+ monthly derivatives volume, licensed broker status, and existing professional client base.
Minimum Requirements: Licensed entity • Institutional infrastructure • Compliance framework in place
CRL Base™ in 60 Seconds
- New Product Line: Patent-protected derivative your competitors can't copy for 20 years. Launch in 2 weeks, not 18 months.
- Overlay on Existing Positions: Multiply P&L on winning trades. Same client flow, additional desk revenue. Zero cannibalization.
- Eliminate Churn: Professional clients never get margin-called on CRL positions. Premium-capped risk = long-term relationships.
- Technology-Only: You keep the broker license and client relationships. We provide the calculation engine and audit trails.
Technology-only solution. CRL provides the calculation engine and API; licensing, product governance, risk policies and client onboarding remain under the responsibility of the authorized intermediary.
API Validation Kit
Technical validation package for professional counterparties. Validate CRL Base calculations, HMAC authentication, and API contract in approximately 30 minutes.
Package Contents
9KB archive • MiFID II Professional Counterparties Only
Sandbox credentials: support@crl-technologies.com
Professional Counterparties Only
This validation kit is intended exclusively for MiFID II Eligible Contract Participants and regulated financial institutions.
Not suitable for retail clients or live trading. Production deployment requires separate compliance verification and onboarding procedures.
Validated Through Rigorous Testing
5-year historical backtesting · 1,976 rule-based trades · 8 major US instruments
Early Access Program
Preferred economics for the first institutional partners integrating CRL Base™ in Europe.
What you get
- No platform or integration fees during pilot
- Revenue-share only on CRL premium
- Time-boxed market exclusivity in your core jurisdiction
- Direct founder support and priority on roadmap
- Option to lock founding economics for 3 years
What we ask
- Professional clients only (no retail distribution)
- €10M+ monthly derivatives volume
- API connectivity and real-time price feed
- Dedicated product / risk owner for CRL
- Quarterly feedback and anonymised performance data
Limited founding partner program – selective onboarding for Q4 2025
2 of 5 pilot slots remaining
Pricing principles: no per-ticket fees, no charges on your existing spread or commission. We participate only in the CRL premium that your clients choose to pay.
LIVE PAYOFF DEMONSTRATION — Retroactive Multiplication Mechanism
Integration Timeline
Tier-3 integration: 2 weeks (10 business days) from NDA to production go-live. Tier-2 integration: 6-12 weeks (includes advanced security, HSM, pen-testing).
SDK available in 5 languages: Python (pip), Java (Maven), C# (NuGet), TypeScript (npm), Go (modules). Published on public registries.
The Retroactive Advantage
Traditional leverage exposes capital from day one. CRL remains dormant until market validation is achieved, then retroactively amplifies accumulated profit through patented transformation logic.
Linear Tracking
Position moves 1:1 with underlying. No leverage exposure. Building profit without amplified risk.
Trigger Activation
Market hits predefined level. System instantly multiplies ALL accumulated gains retroactively.
Leveraged Continuation
Post-trigger moves amplified at chosen leverage. Momentum captured with multiplied exposure.
Product Architecture
CRL starts from a single engine, CRL Base™ — a retroactive leverage overlay that sits on top of your existing FX, equity and index offering. The same engine delivers three outcomes for your desk: a new, differentiated product line for professional clients, conditional overlays on existing positions that multiply P&L on winning trades, and a defensive configuration that structurally reduces derivatives client churn by capping losses at the premium. Advanced variants (Adaptive CRL™, Dual-Trigger CRL™, Dynamic Overlays) are reserved for single-client enterprise agreements under NDA.
CRL Base™
- Single trigger activation
- Fixed leverage (3–10×)
- Ideal for directional trades
- Integration time: ~2 weeks
Rigorous Validation
Evidence is built in layers: transparent rules, public data and reproducible code. Every result can be re-run on your own market data and stress framework.
Backtesting Evidence
5-year historical analysis across major indices and single names:
- Period: Nov 2020 – Nov 2025, 21-day rolling windows with entries every 5 trading days
- Universe: 8 liquid US underlyings (SPY, QQQ, AAPL, MSFT, NVDA, TSLA, JPM, XOM)
- Trades: 1,976 rule-based entries; CRL shows a positive economic edge in 98.4% of them
- Ticker range: 96.8% – 100% edge across index, tech, finance and energy names
- Average advantage: $7,157 per 100k notional in the base configuration
Figures refer to the CRL Base™ configuration described in the technical backtest report.
Methodology & Controls
Designed to match how banks validate new overlay products:
- Fixed, documented trade rules (TTL, trigger, leverage, premium) locked before testing
- Public data source (Yahoo Finance) with code that can be pointed to your internal market data
- Market regime classification (range / trend / high-volatility) for each trade window
- Cost-sensitivity grid across 9 combinations of premium and funding to test parameter fragility
Risk Analytics
Structural properties that simplify risk and regulatory treatment:
- Incremental cost of adding CRL is structurally limited to a single fixed premium per trade (typically 0.25–0.35% of notional); there is no variable financing stream attached to the overlay.
- No CRL-driven margin calls or leverage escalation; margin and liquidation remain entirely at platform level, under your existing risk engine.
- Finite per-trade exposure through a 21–30 day TTL with automatic reversion to 1× when the trigger never fires, making CRL easy to plug into existing VaR / ES and stress-testing frameworks.
- In the 5-year backtest, CRL reduced 21-day 95% VaR by roughly 34% and 99% VaR by about 20% versus a constant 6× leveraged CFD on the same tickets; full tables are available under NDA.
Superior to Traditional Leverage
| Characteristic | CRL™ | Turbo Cert | Barrier Option | CFD |
|---|---|---|---|---|
| Retroactive Profit Multiplication | Yes | No | No | No |
| Loss Limited to Premium | Always | Yes | Yes | No |
| Zero Margin Requirements (client) | At product | Yes | Yes | No |
| Client Margin Calls | None* | None | None | Possible |
| Discontinuous Payoff Jump | Yes | No | No | No |
| Path-Dependency | Yes | No | No | No |
| Patent Protection | Filed | No | No | No |
Quick Qualification
Seamless Integration
CRL Base™ plugs into your existing stack as a stateless calculation engine. Your public edge stays under your control; we expose a hardened API surface (mTLS + HMAC), clear states (INITIAL → LEVERAGED → CLOSED) and full documentation so your team can integrate without redesigning your core platform.
Technical Requirements
- REST API or FIX connectivity
- Real-time price feed access
- Professional client verification
- Minimum €10M monthly volume
Performance Targets
- Engine latency: <50μs (tested on AWS t3.medium)
- API response: <10ms (enterprise setups)
- Throughput: 50k trades/day (tested)
- Uptime SLA: 99.5% (achieved 99.9%)
Infrastructure & Enterprise Readiness
Business Model in One Line
Licensing/SaaS + revenue-share on premium collected by the authorized intermediary. Zero retail exposure; professional-only distribution.
The Genesis of Retroactive Leverage
Leadership & Diligence
Andrea Riccardo Galié
Founder & Chief Executive Officer
Inventor of Conditional Retroactive Leverage™ and primary author of the technical annex, dealer-hedging framework, and integration runbooks. Built the low-latency trigger engine and retro-calculation pipeline; leads IP strategy (US provisional filed July 2025) and institutional partnerships.
Technical Credentials
- Patent author: "System and Method for Conditional Retroactive Leverage" (Filed July 31, 2025)
- Mathematical framework: Non-replicability proof via Carr-Lee decomposition
- Engineering: Sub-50μs atomic transformation architecture
- Validation: 1,976 historical trades plus 1M Monte Carlo paths across 8 US underlyings
Available Documentation (Under NDA)
- Mathematical Annex & non-replicability proof
- Dealer hedging playbook: pre-trigger coverage, near-trigger plan
- Live case studies & performance metrics
- Full technical architecture & integration specifications
Full materials available upon professional qualification (NDA). References available post-qualification during diligence.
Governance & References
Independent references and external counsel are provided post-qualification during diligence. No public advisor roster to protect confidentiality.
Compliance Process
Eligibility check → NDA → gated documentation → technical session with risk and product owners.
Verification Artifacts
Time-stamped research, code walk-through, audit trail samples, execution logs, and stress-tests.
Our Journey
Foundations & Hypothesis
Long-cycle research on path-dependent market structures, barrier dynamics, and limits of replication. Early definition of activation/termination logic and retroactive multiplication concept, supported by economic modelling and preliminary legal feasibility checks.
Formalization & Legal Structuring
Mathematical formalization of the discontinuous payoff profile and proof-of-non-replicability under known derivative frameworks. Drafting of international LOI/NDA frameworks with anti-reverse engineering clauses and jurisdictional arbitration models to secure intellectual property from inception.
Validation & Multidisciplinary Integration
Cross-domain engineering combining quantitative finance, algorithmic trading, cryptographic audit, and regulatory compliance. Monte Carlo testing on 106 simulated paths, latency optimization (<50ms), and market risk frameworks (VaR, ES) designed for broker-grade deployment.
Industrialization & Protected Go-to-Market
Jul 31: US provisional patent filed (priority date secured) Aug: CRL Technologies, Inc. incorporated (Delaware C-Corp) Production-grade architecture, secured API packages, formal LOI/NDA onboarding, and selective pilots with licensed professional counterparties under strict IP controls.
Institutional Contacts
Direct contacts for professional counterparties and licensed institutions only.
For security reasons, physical addresses are not published. Meetings arranged by invitation with domain verification. References available under NDA upon request.
Ready to differentiate your derivatives offering?
Join the first brokers and banks evaluating CRL with their most sophisticated clients. Limited pilot program slots available.
