Ultra-scalping is scalping with the holding time cut to seconds. Where a scalp lasts minutes and aims for a handful of pips, an ultra-scalp is in and out almost immediately, dozens or hundreds of times a session, each position chasing a move of a few points. No single position matters. What matters is the sum, and the sum is decided by execution: spread, slippage, and the time it takes for a signal to reach the broker and come back filled.
It is not high-frequency trading in the institutional sense. HFT desks run on servers colocated next to the exchange, hold positions for milliseconds and, as the BIS Markets Committee described the practice in the foreign exchange market back in 2011, build a business on latency itself rather than on any view of where the price is going. On a retail account those microseconds are out of reach, and a copied strategy adds its own delay on top. Ultra-scalping is the honest name for what is left: the fastest style a broker account can actually run.
That makes it the style most sensitive to the copy itself. A signal that reaches the follower account 300 milliseconds late can enter after the move it was chasing. A wider spread than the master account pays can turn a profitable book into a losing one without the strategy changing at all. The broker and the account type are not details here, they are half of the result.
Javlot measures the execution of each strategy per broker, latency and slippage against the master account, precisely because for an ultra-scalping strategy that measurement is the product.