The rollover spread window, minute by minute

[Amanhasnoname]

Rollover is not a single moment. The spread starts creeping up a few minutes beforehand, spikes for a short interval, and then normalizes gradually.

On many brokers, the pattern looks roughly like this. Around 16:55 New York, the spread starts widening. Around 17:00, it jumps, sometimes ten times the normal level. By 17:10 or 17:15 it is usually back to something workable, but not always the full normal.

The window varies by broker and pair. Majors recover faster, exotics and crosses can stay wide for half an hour.

The best way to learn the window is to record the spread every minute across several nights. A simple spreadsheet works. Most of the time the data reveals a consistent profile for each pair.

With that, entry and exit rules around rollover stop being guesses. A scalper can set a hard cutoff and a hard restart time, based on measured behavior instead of folklore.

How long does the rollover spread take to normalize on the pairs being traded, and has the window changed over the past year?