Something I've noticed in 2 years of studying ICT: the kill zones are just as important as the PD arrays for improving your win rate. A technically perfect ICT setup — OB, FVG, HTF alignment, liquidity sweep — that triggers OUTSIDE of a kill zone has roughly 60% probability in my backtesting. The same exact setup triggering INSIDE a kill zone has roughly 75%+ probability. Why? Because institutional order flow is concentrated in these windows. A price action signal that occurs during a high-volume window has more "backing" than the same signal during the dead zones. Practical impact: I've added a strict rule — if the entry trigger forms between 12:00 GMT and 13:00 GMT (the dead zone) or after 17:00 GMT, I skip it regardless of the setup quality. This single rule eliminated roughly 15% of my trades but improved my overall win rate by ~8%. Do you factor kill zone timing into your ICT setups, and has it made a measurable difference?