Answer first — To detect MEV against your own trades in 2026, follow a four-step forensic process: (1) pull the transaction receipt and identify the block; (2) inspect adjacent transactions in the same block for matching pool/matching tokens; (3) compare your effective price to the pool's pre-trade quote; (4) attribute the slippage to MEV (sandwich/back-run) vs natural price impact vs ordering luck. Tools that make this fast: EigenPhi, MEV-Inspect-py, Etherscan's MEV labels, and Libmev. For Solana: Eclipse and Jito-Explorer. Most retail traders discover they're being sandwiched on 5–20% of their swaps once they actually look.
Why Bother Detecting
Three reasons:
Routing changes. If Aggregator A leaks 12 bps per swap on average and Aggregator B leaks 3 bps, you switch.
Behavioral changes. If you're being sandwiched mostly on trades > $5,000, you split orders or use a private mempool.
Real loss accounting. MEV is a real, quantifiable trading cost. Most people under
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