Rollover spreads and the stops that die in them

[Amanhasnoname]

Mini case with numbers. A short is open on a pair with a normal spread of 0.6 pip. At rollover, liquidity thins and the quoted spread jumps to 2.5 or more for a few minutes. The stop sits 3 pips above entry. Price barely moves on the bid, but the ask, which triggers the short's stop, jumps by about two pips. Stop out, loss, and then the spread normalises and price is right back where it was.

That is not a conspiracy, it is mechanics, but it costs real money, and it repeats every day around the same clock time, so it can be planned for.

Options:
- Flatten scalps before the window, or do not open new ones inside it. Check where the widening sits in broker server time, since it moves with daylight saving changes in some places and not in others.
- Widen stops through the window, with size reduced to match.
- Log the spread every minute for a week to see the real shape of the window, since it differs by pair.

Exotics and crosses usually suffer more than majors, and the window length varies by broker, so a rule copied from someone else's chart may be off by several minutes.

What does the spread at rollover look like on your main pair, and for how long?