Dedicated integration: Institutional onboarding handled directly by the founding team. → About
Built for brokers and venues. Not a retail product.
A white-label calculation engine for professional brokers.
Base exposure before confirmation. Leverage applied retroactively after trigger.
Discontinuous payoff jump — capped, auditable, policy-controlled.
Not a bridge. Not a risk tool. Not a plugin. Not a higher leverage ratio.
A new payoff structure.
→ Test the API (Postman kit) ·
Cryptographic audit chain (AWS KMS + S3 WORM) · Full lifecycle validation
The leverage paradox
That's front-loaded churn: leverage amplifies losses immediately, so accounts get forced out early before the market confirms anything — including accounts that cost money to acquire.
Standard leverage is a bomb that's armed at entry. The account is exposed to full amplification immediately — long before the market has confirmed direction.
CRL changes the paradigm: leverage stays disarmed until a confirmation trigger. Before confirmation, losses are not leverage-amplified. After confirmation, leverage can apply retroactively from entry.
Pre-confirmation: base exposure only.
Post-confirmation: leverage applied retroactively from entry.
Same stop price. Different risk path. Bounded loss amplification before confirmation.
Both structures offer leverage. The difference shows up before confirmation — when price moves against the position (early) or never confirms at all (wrong).
Interpretation: traditional leverage amplifies P&L immediately. CRL is intended to keep downside closer to base exposure until confirmation, and only then apply leverage from entry, subject to the issuer's ticket terms.
Illustrative framing only. Outcomes depend on the intermediary's product terms, margining and liquidation policy, execution conditions, and jurisdiction.
Four steps from entry to leveraged payoff. No changes to your execution or risk infrastructure.
Choose a confirmation condition that represents market validation.
Issuer-defined premium to access the kicker. Ticket terms can bound max loss to that premium.
When the trigger is hit, leverage activates. Not from now—from entry.
Leverage (policy-defined, e.g. 5×) applied from original entry. Discontinuous payoff jump.
Built for your economics, not just your clients' experience.
Reduce early wipe-outs structurally and extend account longevity. Evidence is simulation-based and provided for internal review.
+5–6 months median survival
Simulation-based estimate. Methodology available in the Evidence Pack (NDA).
CRL is not "better leverage." It is leverage that activates on confirmation—simple to communicate, hard to copy.
Patent pending (US/EU)
New margin stream sized to your rollout scope. Commercial model and pilot economics included in the Evidence Pack.
Structure in Evidence Pack
API-first integration designed to fit inside existing broker workflows. No changes to your execution stack.
<2 weeks typical timeline
Most losses concentrate in the first months. Clients who survive 12+ months generate multiple times the LTV. CRL targets that gap structurally.
Same clients, longer lifetime
If you already invest in retention, education and governance, CRL gives your product stack a leverage profile that finally matches that strategy.
No platform rebuild required
All figures are documented. No performance or return promises.
CRL is delivered as a white-label calculation engine with integration tooling designed for fast evaluation: SDKs, request signing patterns, sandbox access, and a clear day-by-day rollout plan.
MiFID II professional counterparties. Not a retail product.
CRL is not a broker, not an execution venue, not custody.
mTLS where required, HMAC-style request integrity.
Every request generates a signed record (timestamp, input hash, output hash).
CRL is not a new asset class. It is a leverage engine that reshapes how risk and payoff are distributed across time.
Fewer accounts hitting liquidation in the critical early period.
Same clients, extended lifetime, higher cumulative value.
Smoother payoff path, easier to explain to risk and compliance.
Evidence: 1M+ Monte Carlo paths, five market regimes. Full methodology in Evidence Pack.
We take the leverage you already offer and turn it into conditional leverage. Until the market confirms a move, your client is effectively linear. When the trigger is hit, the whole move from entry is multiplied by a leverage factor with a clear payoff and a clear hedge.
The result is more margin over time on the same flow, with fewer accounts going to zero in a single move.
You already know which clients are statistically close to a blow up. CRL lets you move these clients into a more intelligent leverage path without asking them to stop trading and without forcing you to give up revenue.
The client sees a product that protects them from the usual margin call spiral. You see a book where more of your at risk clients survive and keep trading.
CRL does not ask you to rebuild your stack or change how you book trades. It plugs into your existing data, risk and dealing flows and can be rolled out in four concrete steps: from read-only inventory visibility, to a small hedged pilot, to portfolio-level automation and capital integration.
On the Technology page we show the full dealer roadmap, including how premiums, spreads and disciplined hedging combine to produce a stable, risk-controlled margin at portfolio level. → See the 4-step dealer roadmap
CRL is not a turbo, a barrier or a CFD with nicer marketing. It is a different payoff family.
The table below shows, in one glance, what changes structurally: retroactive profit multiplication, loss bounded to premium (per ticket terms), no client margin calls at product level (per issuer terms), and patent protection on the core mechanics.
Note: “ticket-level” characteristics apply when CRL-enabled structures are issued under the broker’s product terms. Client protection, margining and eligibility remain subject to the authorized intermediary’s policies and jurisdiction.
| Characteristic | CRL™ | Turbo Cert | Barrier Option | CFD |
|---|---|---|---|---|
| Retroactive Profit Multiplication | Yes | No | No | No |
| Loss Bounded to Premium (ticket terms) | Per ticket | Yes | Yes | No |
| Zero Margin Requirements (product level) | Per terms | Yes | Yes | No |
| Client Margin Calls | Per terms* | None | None | Possible |
| Discontinuous Payoff Jump | Yes | No | No | No |
| Path-Dependency | Yes | No | No | No |
| Patent Protection | Filed | No | No | No |
Note: Ticket-level characteristics apply when CRL structures are issued under the broker's product terms. Client protection, margining and eligibility remain subject to the authorized intermediary's policies and jurisdiction.
Patent/Trademark Notice: Conditional Retroactive Leverage™ is a trademark of CRL Technologies, Inc. Technology protected under US provisional patent filed July 31, 2025. PCT filing planned. Independent replication with standard instruments has not reproduced the retroactive jump; details in gated whitepaper. Features vary by issuer/jurisdiction. *Subject to broker collateral policies and ticket terms.
In practice: you keep the familiarity of listed-style tickets, but with a payoff your competitors cannot replicate one-to-one.
We do not start with theory, we start with your book. A CRL pilot is a short, controlled experiment on a clearly delimited segment of your clients and products.
Under a light NDA we work with a small team from product, risk and IT. You share anonymised aggregates on churn, margin usage and loss distribution on your leveraged clients. We map where CRL-style structures would have made a meaningful difference without increasing your gross risk.
We configure one or two CRL structures on a limited segment of your book (for example: a subset of FX/indices, a specific region, or a bucket of clients at higher risk of churn). Integration is via the CRL API, with your existing price feed and order flow. We monitor behaviour, risk and P&L jointly.
At the end of the pilot you receive a compact impact report on churn, behaviour and P&L for the tested segment. You can then either decommission the pilot or scale CRL to a broader scope under your own governance framework.
Licensing terms are tailored to each institution based on scope and volume.
Retention-aware leverage
If your leveraged business still runs on linear products and churn economics, CRL gives you a way to change skin without rebuilding your platform.
Direct contacts for professional counterparties and licensed institutions only.
Andrea Riccardo Galié
Direct contact for qualified institutions following initial review
For security reasons, physical addresses are not published. Meetings arranged by invitation with domain verification. References available under NDA upon request.
If you're evaluating differentiation with low operational risk, request the Evidence Pack.
CRL Technologies, Inc. provides calculation technology exclusively to authorized financial institutions. CRL products/services are intended only for qualified professional counterparties; retail distribution is prohibited. Availability is subject to jurisdiction and approval by the authorized intermediary.
CRL does not offer financial advice or execution/placement services. Consistent with a technology-only approach: compliance, product approval and risk management remain the responsibility of the authorized intermediary. Historical data and backtests are for illustrative purposes only and do not guarantee future results.
© 2025 CRL Technologies, Inc. All rights reserved. Conditional Retroactive Leverage™ is a trademark of CRL Technologies, Inc. Patent filed July 31, 2025 (US provisional). PCT filing planned. CRL provides calculation technology only; no investment advice or execution services. Derivatives trading involves substantial risk of loss. Past performance is not indicative of future results.