How do you decide which session's liquidity to accept when trading EUR/USD crosses?

When I look at EUR/USD and its crosses, the session I pick changes the real cost more than most people expect. Quoted spreads on majors tend to widen in thin Asian hours and around the daily rollover, and the swap charged for holding overnight shifts with the interest-rate differential between the two currencies. So a setup that looks clean on a chart can carry a meaningfully different all-in cost depending on when the order fills. I'm curious how others weigh these factors. Some people treat the London-New York overlap as the default window because depth is highest there, while others argue that the cleaner spreads elsewhere are only worth it if the rate story is also stable across the session. A useful test is to log spread and slippage by hour for a few weeks before deciding anything, rather than relying on memory or on a broker's averages. What session do you find yields the best balance between liquidity and total cost on the crosses you follow, and how did you arrive at that view?