Rollover window is not one candle, it is about 20 minutes
Posted: Sat Oct 31, 2026 7:45 am
Most scalpers know spreads blow out at 5pm New York. Fewer realise how uneven the blowout is. A pair quoting 0.6 pips at 16:50 can sit at 2.5 to 4 pips from roughly 16:58 to 17:05, then crawl back over another ten minutes or so. The exact shape depends on the broker and the pair, so check yours rather than trusting a rule of thumb.
The part that costs money is the recovery phase. The spread looks "normal" again at 1.0 or 1.2, the chart is moving, and entries feel safe. But quotes are still sparse, fills slip more often, and the book is thin enough that a single sizeable order moves price a couple of pips. Cross pairs and exotics take longer to settle than majors.
A practical approach is to split the window in three: the blowout, the recovery and the settled period. Mark each on your chart template in server time, then compare your own trades inside each block. A lot of scalpers find the recovery block has the worst slippage per trade even though the displayed spread looks acceptable.
If a strategy only works when spread is under one pip, hard-code a no-trade window from 16:55 to 17:25 New York time and see what the equity curve does.
How long does it take your broker's spread to actually settle after the rollover, and does it differ by pair?
The part that costs money is the recovery phase. The spread looks "normal" again at 1.0 or 1.2, the chart is moving, and entries feel safe. But quotes are still sparse, fills slip more often, and the book is thin enough that a single sizeable order moves price a couple of pips. Cross pairs and exotics take longer to settle than majors.
A practical approach is to split the window in three: the blowout, the recovery and the settled period. Mark each on your chart template in server time, then compare your own trades inside each block. A lot of scalpers find the recovery block has the worst slippage per trade even though the displayed spread looks acceptable.
If a strategy only works when spread is under one pip, hard-code a no-trade window from 16:55 to 17:25 New York time and see what the equity curve does.
How long does it take your broker's spread to actually settle after the rollover, and does it differ by pair?