Running one strategy across two brokers: what I learned

Same rules, same symbols, two accounts. I expected small differences. I got a consistent one. The gap wasn't random — one was reliably slightly worse on entries and slightly better on exits, which points at routing and timing rather than luck. Over a quarter it was large enough to matter for a strategy with a thin edge. The lesson wasn't "broker A is better." It's that execution is part of the strategy, and if your edge is small enough, the plumbing decides whether it exists.