Two weeks a year when the clocks don't agree

[Shadow Trader]

The US and Europe change their clocks on different dates. In spring, the US moves first, usually by about three weeks. In autumn, Europe moves back first, by a week or so.

During those gaps, the usual time relationships between sessions shift. London open and New York open, which normally sit five hours apart, are suddenly four apart. The overlap shrinks or grows by an hour.

Strategies that depend on fixed clock times drift out of alignment with the actual flow. A rule built around "the first 30 minutes after the New York equity open" lands in the wrong place on a server-time basis. Data releases scheduled in local times show up at a different server time than the week before.

Spreads and liquidity patterns also move. The rollover time, tied to 5pm New York, stays consistent in New York time, but shifts relative to London and the server clock.

Checking a session calendar twice a year isn't glamorous, but it prevents a few days of confusing results.

Are strategies adjusted for the DST mismatch weeks, or just left running and hoped for the best?