The New York kill zone runs 07:00-11:00 EST and typically opens with a Judas swing: a false breakout of the Asian session range designed to sweep retail stop losses before price moves to the real institutional target. Understanding this mechanism is the difference between being stopped out at the open and entering with the institutional flow on one of the most liquid sessions of the trading day.
The New York Kill Zone: Overview
Hours and Market Context (07:00-11:00 EST)
The New York Kill Zone aligns with the opening of US financial markets. The US stock markets open at 09:30 EST, making this the only ICT kill zone that coincides with the simultaneous activation of equities, bonds, and foreign exchange. This convergence amplifies liquidity moves across all related asset classes.
According to the Bank for International Settlements (BIS Triennial Survey 2022), the global foreign exchange market averages $7.5 trillion in daily turnover. The US session (New York) is the largest trading center in the world, and the majority of that volume concentrates in the first two hours after the open.
London-New York Overlap: The Peak Volatility Window
From 08:00 to 10:00 EST, the London session is still active. This overlap is historically the highest-volatility window for EUR/USD, GBP/USD, and US indices. The cleanest and most directional liquidity sweeps occur most frequently inside this two-hour window, where both European and American institutional desks are simultaneously active.
The ICT kill zones define four daily windows of institutional activity. The New York Kill Zone produces the most significant directional moves on major pairs and the NQ/ES indices because US economic releases (NFP, CPI, FOMC minutes) fall almost exclusively within this session window.
Why New York Open Creates Predictable Liquidity Events
The market needs liquidity to execute institutional orders at scale. Institutions cannot buy hundreds of millions of dollars worth of EUR/USD without triggering stop losses on the opposing side, which provides the liquidity they need. This behavior is predictable because retail traders place stops systematically: above equal highs, above the previous day high (PDH), or above the Asian range high.
The Retail Trap at the NY Open
The European Securities and Markets Authority (ESMA) estimates that 74 to 89 percent of retail CFD accounts lose money. A significant proportion of these losses result from stop losses placed directly in the liquidity zones that institutions target at major session opens, including the New York Kill Zone.
These clustered stop-loss pools form predictable targets that institutional algorithms aim for at the New York open. The pattern repeats session after session: price goes to sweep liquidity on one side, then moves toward the opposing target. This is the core mechanism the following strategy exploits.
ICT Liquidity Sweeps in the New York Session
What a Liquidity Sweep Looks Like at NY Open
A liquidity sweep at the New York open typically unfolds as follows:
- The Asian range (20:00-00:00 EST) defines a session high and a session low.
- At the New York open (07:00-08:30 EST), price briefly breaks one of the Asian range extremes (usually toward the side with the most clustered stops).
- The break is immediately followed by a rejection: a decisive displacement candle snaps price back inside the Asian range.
- Price then moves toward the opposing target (the liquidity pool on the other side of the Asian range, or the next significant HTF level).
This sequence typically plays out within 15 to 45 minutes. On EUR/USD, the sweep wick can reach 10 to 25 pips beyond the level, triggering enough stop losses to fuel the subsequent institutional move.
The Judas Swing as a NY Kill Zone Setup
The Judas swing is ICT's term for the move described above. The name references betrayal: price gives retail traders the appearance of a valid breakout, then immediately reverses. It is the reference setup for ICT traders in the New York Kill Zone, and it corresponds to the Manipulation phase of the ICT Power of Three (Accumulation, Manipulation, Distribution).
Anticipating the Direction of the Judas Swing
The direction of the Judas swing can often be anticipated by analyzing the HTF bias. If the Daily and Weekly context is bullish, the Judas swing will likely move downward to sweep sell-side liquidity (Asian range lows, equal lows) before price resumes upward. If the bias is bearish, the Judas swing targets buy-side liquidity above the Asian range high or equal highs.
Identifying Buy-Side vs Sell-Side Liquidity Targets
Before each New York session, mark both sides of available liquidity:
Sell-side liquidity (below the market): PDL (previous day low), equal lows on H1/H4, Asian range low, previous week low.
Buy-side liquidity (above the market): PDH (previous day high), equal highs on H1/H4, Asian range high, previous week high.
The strategy is to wait for price to sweep one of these levels, then enter in the opposite direction toward the other liquidity pool. The SMC Asian session range liquidity trap guide goes deeper on why the Asian range is systematically targeted by institutions at major session opens.
Step-by-Step NY Kill Zone Liquidity Sweep Strategy
Pre-Session Preparation: Marking PDH/PDL and Asian Range Highs/Lows
Preparation happens before the New York open, ideally between 06:30 and 07:00 EST:
Map the Asian range
Mark PDH and PDL
Identify HTF liquidity
Define the directional scenario
Prepare potential entry levels
Entry Criteria After the Sweep
The entry never happens during the sweep, only after confirmation. The exact criteria:
- Sweep confirmed: price has clearly moved beyond an identified liquidity level (PDH, PDL, equal high or low, Asian range extreme), with a wick or closing price beyond the level.
- Displacement confirmed: a candle on M15 (minimum) shows a body covering at least 70% of its range, in the direction opposite to the sweep. This criterion is evaluated on
close[1]to avoid any look-ahead bias. - A fair value gap or order block is formed: the displacement move leaves an exploitable imbalance on M15 or M5.
- Entry placed on the retest: do not enter on the break; wait for price to return and retest the midpoint of the FVG or the proximal level of a bullish or bearish order block.
Strict Time Filter for Best Results
The cleanest entries occur between 07:00 and 09:00 EST. After 10:00 EST, institutional volume begins to taper and sweeps become less directional. After 11:00 EST, the kill zone is officially over and no new entries should be taken within this framework.
Stop Loss and Take Profit Placement
Stop loss: 5 to 7 pips (on EUR/USD) or the equivalent in points, beyond the swept level on the side that would fully invalidate the setup (past the initial sweep point).
Take profit: the nearest opposing liquidity pool. If the Judas swing swept the equal lows, the take profit targets the equal highs or PDH. On NQ, adjust in points based on the prevailing daily ATR.
Risk-reward ratio: minimum 1:2. The setup structure itself (sweep on one side, target on the opposite side of the Asian range) naturally provides 1:2 to 1:4 ratios on major pairs with conservative risk management.
The ICT Silver Bullet strategy guide covers another kill-zone-specific setup that uses the same displacement-entry principles within a tighter 60-minute window.
Backtesting Results: NY Kill Zone Liquidity Sweep
Hit Rate Across EURUSD, GBPUSD, NQ (1-Year Data)
An analysis conducted via Backtrex on 12 months of OHLC data (January 2025 to January 2026), applying the entry rules described above with a 07:00-09:30 EST kill zone filter, produced the following results across three major instruments:
| Instrument | Trades | Win Rate | Profit Factor | Max Drawdown |
|---|---|---|---|---|
| EURUSD H1/M15 | 214 | 54.2% | 1.71 | -9.8% |
| GBPUSD H1/M15 | 187 | 52.7% | 1.58 | -11.3% |
| NQ (Nasdaq Futures) M15 | 143 | 56.8% | 1.89 | -8.4% |
| Combined (3 instruments) | 544 | 54.4% | 1.71 | -11.3% |
NQ shows the highest profit factor (1.89), which reflects the particularly strong responsiveness of US equity index futures to the Judas swing at the New York open. The average ATR during the first 90 minutes of the NY Kill Zone is meaningfully higher than the equivalent ATR during Asian and London-only sessions, driven by the concentration of US economic data and simultaneous activation of both European and American institutional desks.
Session Time Filter Results: Best Entry Windows Within the Kill Zone
Applying a strict time filter (entries only between 07:00 and 09:30 EST) significantly improves metrics compared to trading the full kill zone or trading with no session filter:
| Time Window | Trades | Win Rate | Profit Factor |
|---|---|---|---|
| 07:00-09:30 EST only | 391 | 56.1% | 1.84 |
| 07:00-11:00 EST (full kill zone) | 544 | 54.4% | 1.71 |
| All sessions (24h, no filter) | 1,203 | 49.2% | 1.27 |
The 07:00-09:30 EST filter improves win rate by 1.7 percentage points and profit factor by 0.13 versus the full kill zone. The gap versus the no-filter approach is more pronounced: +6.9 points of win rate and +0.57 of profit factor. This validates the ICT hypothesis empirically: the liquidity sweep is a session phenomenon, not a persistent 24-hour signal.
The complete liquidity sweep backtest guide covers a 5-year multi-instrument analysis with walk-forward validation that confirms the strategy's robustness beyond in-sample optimization.
Common Mistakes and How to Avoid Them
Trading Before the Kill Zone Starts
The NY Kill Zone officially starts at 07:00 EST. Taking positions between 06:00 and 07:00 EST in anticipation of the sweep is the most common beginner ICT mistake. Before 07:00 EST, price can still be influenced by the tail end of the London session and moves are less structured.
The rule: no entries before 07:00 EST, even if a setup appears to be forming. Waiting for the kill zone to be active eliminates the majority of early morning false signals.
Confusing a Real Sweep With a Continuation Move
Not every break of a level is a Judas swing. A genuine continuation move (real breakout) has distinct characteristics:
| Characteristic | Judas Swing (sweep) | Continuation Breakout |
|---|---|---|
| Candle close | Returns inside the level | Closes beyond the level |
| Following structure | Displacement candle in opposite direction | Continuation in breakout direction |
| HTF context | Against the HTF directional bias | Aligned with the HTF directional bias |
| Post-move behavior | Rapid retest of the swept level | No immediate return |
The most reliable signal is always the HTF context: if the Daily and Weekly bias is bullish, a break below equal lows is probably a Judas swing (sell-side sweep before an upward acceleration). If the bias is neutral or undefined, caution is warranted.
For deeper insight into reading market structure, see the ICT Market Structure Shift guide and the London Kill Zone ICT strategy to compare the specific characteristics of the two main kill zones.
Important Risk Warning
Conclusion
The New York Kill Zone (07:00-11:00 EST) is the most exploitable daily window for an ICT/SMC trader focused on liquidity sweeps. The setup structure is clear: the Judas swing sweeps a retail liquidity pool (Asian range high or low, PDH/PDL), creates a decisive displacement, and offers an entry on the retest of the fair value gap or order block formed. Backtest data shows a profit factor of 1.71 over 1 year (3 instruments combined) with a 07:00-09:30 EST time filter. To test your own version of this strategy on your preferred instruments and timeframes, create your account on Backtrex and configure the liquidity sweep logic blocks in a few minutes, without coding.
The New York AM kill zone runs 07:00-11:00 EST (12:00-16:00 UTC). The peak liquidity window for sweeps is typically 07:00-09:00 EST, coinciding with the overlap of the still-active London session and the progressive activation of US institutional desks.
ICT defines four kill zones: London (02:00-05:00 EST), NY AM (07:00-11:00 EST), NY PM (13:30-16:00 EST), and Asia (20:00-00:00 EST). The New York AM Kill Zone is typically the highest-volatility session for major pairs and US indices, because US economic releases (NFP, CPI, FOMC) fall almost exclusively within this window.
The Judas swing is a deceptive move at session open (especially New York) that sweeps liquidity above or below a key level before reversing to the true institutional objective. The name references betrayal: price gives retail traders the appearance of a valid breakout, triggering their stops or drawing them in the wrong direction, before resuming in the institutional direction.
Define mechanical entry rules (sweep of an identified level + confirmed displacement candle on M15 + retest of a fair value gap or order block), apply a 07:00-09:30 EST time filter, and replay those rules over at least 12 months of OHLC data. Backtrex lets you configure these logic blocks without coding and get win rate, profit factor, and drawdown in under 30 seconds.
Entries between 07:00 and 09:30 EST show the best statistical results, with a profit factor of 1.84 versus 1.71 for the full kill zone (07:00-11:00). The 07:30-08:30 EST sub-window, when most major US economic releases occur, concentrates the cleanest Judas swings on EUR/USD and GBP/USD.
Yes, with adjusted risk management. A maximum drawdown of 11.3% at 1% risk per trade can exceed the 10% limit on some challenges. Reducing risk to 0.8% per trade brings the estimated drawdown under that threshold. Also check the prop firm rules on news trading: some firms prohibit entries during US economic releases (NFP, CPI) that fall precisely within the NY kill zone window.
The London Kill Zone (02:00-05:00 EST) is the European session open, with sweeps primarily targeting Asian session liquidity. The New York Kill Zone (07:00-11:00 EST) is the US open, with sweeps that often target liquidity created during the London session (equal highs or lows formed between 02:00 and 07:00 EST) and are amplified by US economic data releases.