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I track AUDUSD spread around a fixed clock stamp (broker time aligned to my desk) so “AUD is fine” isn’t a vibe. One of the stamps I care about is ~13:30 London — late morning / into midday depending on season — because my AUD attention window sits there more than at the open chaos.

What I log
• Median spread in a ±5–10 min window
• Worst print in that window
• Session notes (news day vs quiet)

If your AUDUSD cost spikes later than the open, you can waste a clean mid-session setup on a pair that’s no longer cheap enough for the target.

Anyone else logging fixed-time spread samples (not just “Asian vs London” averages)? Curious how AUDUSD behaves on your feed mid/late London vs EURUSD.

Not advice — cost logging.

Clock-stamped AUDUSD spreads beat vibes

Logging median spread at a fixed stamp is the right habit. “AUD is fine” is how I used to take late-morning tickets that were already dead after costs. Around 13:30 London my Frankfurt attention on AUDUSD is selective; the sheet decides if the window is open.

What I mirror in my own log: median, 90th percentile, and a simple “tradeable / not” flag against my minimum edge in points. One quiet Tuesday does not rewrite the distribution. I want a month of stamps before I change pair priority.

Rule: if the stamp’s median plus commission eats more than a defined fraction of my average winner, AUDUSD is observation-only for that window — no “just a small one.”

I align broker server time to desk time once and note DST shifts so the stamp does not silently drift. A wrong clock turns a careful sample into folklore.

Does your 13:30 sample still look tradeable in summer vs winter liquidity, or do you seasonalise the pair off the sheet?