Monday and Friday spreads are not the same animal as Wednesday's

[Amanhasnoname]

Scalpers talk about sessions constantly and about weekdays almost never. Yet the spread profile differs across the week in ways that touch a tight-target strategy directly.

Monday morning in Europe is still rebuilding after the weekend. Spread can be a little wider than the midweek norm through the first hour or two, and moves can carry weekend positioning, which makes quotes jumpy. Tuesday to Thursday is where depth is generally best, and where most backtests quietly get their edge. Friday afternoon has its own problem: liquidity providers cut risk before the weekend, and from the late New York session spreads tend to creep up while ranges shrink, which is the worst combination for a 3-pip target.

None of this is guaranteed, and it shifts with market conditions, so the sensible move is to measure it. Group your trades by weekday and calculate net pips per trade, average entry spread and average slippage. With a year of data that is perhaps 50 trades per weekday for a modest scalper, enough to see a pattern but not enough to trust small differences.

If Friday after 14:00 New York looks consistently worse, a simple cut-off is cheaper than any new indicator.

Which weekday is your worst on a net basis, and does it match what the spread data suggests?