diff --git a/lib/dxtrade-class.ts b/lib/dxtrade-class.ts
index 621c924..2feb741 100644
--- a/lib/dxtrade-class.ts
+++ b/lib/dxtrade-class.ts
@@ -25,7 +25,8 @@
  * - Cash transactions (SETTLEMENT, COMMISSION, FINANCING, DEPOSIT,
  *   WITHDRAWAL…) are the books: daily P&L, fund transactions, today's
  *   realized P&L and the balance at the firm's 22:00 UTC reset all come from
- *   them.
+ *   them. Each is dated by the firm's day (firmDayOf), which in winter rolls
+ *   an hour before our 5 PM CT trade date.
  * - No auto-liquidation profile: autoLiqThresholds stays 0; a breached
  *   account shows as accountStatus ≠ FULL_TRADING → active=false.
  */
@@ -44,7 +45,7 @@ import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, P
 import { OrderNotPlacedError, isOrderNotPlaced, errorMessage } from './platform-client';
 import {
     dxAccountId, accountDisplayName, accountCodeOf, encodeContractName, decodeContractName, roundToStep,
-    lastUtcReset, ctTradeDayStart, timeOf, parseDurationMs, ciNum, isFundType, signedFundValue, newOrderCode,
+    lastUtcReset, ctTradeDayStart, firmDayOf, timeOf, parseDurationMs, ciNum, isFundType, signedFundValue, newOrderCode,
     inTradingHours, realizedVolPerHour, scoreCandidate, candidateRejection, parseTransfers, marginRateOf,
 } from './dxtrade-helpers';
 import type { DxTxn } from './dxtrade-helpers';
@@ -614,7 +615,13 @@ export class DXTradeClient implements PlatformClient {
             const orders = new Map<string, DxOrder[]>();
             let txns: DxTxn[] = [];
             const now = new Date();
-            const windowStart = new Date(Math.min(ctTradeDayStart(now).getTime(), lastUtcReset(now, FIRM_RESET_UTC_HOUR).getTime()) - 5 * 60_000);
+            // From the firm's day that today's trade date names (in winter it
+            // began an hour before 5 PM CT) and the current reset, whichever
+            // is earlier.
+            const windowStart = new Date(Math.min(
+                lastUtcReset(ctTradeDayStart(now), FIRM_RESET_UTC_HOUR).getTime(),
+                lastUtcReset(now, FIRM_RESET_UTC_HOUR).getTime(),
+            ) - 5 * 60_000);
             if (codes.length > 0) {
                 try {
                     for (const m of await this.perAccounts<Record<string, unknown>>('/accounts/metrics', codes, (d) => (d as { metrics?: unknown[] })?.metrics ?? [])) {
@@ -659,7 +666,7 @@ export class DXTradeClient implements PlatformClient {
                 this.recentTxns.set(acc.id, map);
                 let realized = 0;
                 for (const t of map.values()) {
-                    if (!isFundType(t.type) && currentTradeDateCT(new Date(t.time)) === today) realized += t.value;
+                    if (!isFundType(t.type) && firmDayOf(new Date(t.time), FIRM_RESET_UTC_HOUR) === today) realized += t.value;
                 }
                 this.accountCashBalances[acc.id] = {
                     amount: balance, realizedPnL: round2(realized), equity: ciNum(m, 'equity'), availableFunds: ciNum(m, 'availableFunds'),
@@ -913,7 +920,7 @@ export class DXTradeClient implements PlatformClient {
             const daily = new Map<string, { pnl: number; fees: number }>();
             const funds = new Map<string, number>();
             for (const t of mine) {
-                const date = currentTradeDateCT(new Date(t.time));
+                const date = firmDayOf(new Date(t.time), FIRM_RESET_UTC_HOUR);
                 if (isFundType(t.type)) {
                     funds.set(date, (funds.get(date) ?? 0) + signedFundValue(t.type, t.value));
                     continue;
diff --git a/lib/dxtrade-helpers.ts b/lib/dxtrade-helpers.ts
index a0f631e..19a2f01 100644
--- a/lib/dxtrade-helpers.ts
+++ b/lib/dxtrade-helpers.ts
@@ -91,6 +91,15 @@ export function lastUtcReset(now: Date, hourUtc = 22): Date {
     return reset;
 }
 
+/** The trading day the firm books a moment to: the day that began at the
+ *  reset before it, labelled by the calendar date that follows — the label
+ *  currentTradeDateCT gives the same day. In summer the two roll together
+ *  (22:00 UTC = 5 PM CDT); in winter the firm's rolls an hour earlier, and a
+ *  close in that hour belongs to the new day, as the firm counts it. */
+export function firmDayOf(at: Date, hourUtc = 22): string {
+    return new Date(at.getTime() + (24 - hourUtc) * 3_600_000).toISOString().slice(0, 10);
+}
+
 /** When the current Central trade date began (5 PM CT) — the window today's
  *  realized P&L covers, matching currentTradeDateCT. */
 export function ctTradeDayStart(now: Date): Date {
diff --git a/scripts/check-trading-logic.mjs b/scripts/check-trading-logic.mjs
index a060d74..42540e3 100644
--- a/scripts/check-trading-logic.mjs
+++ b/scripts/check-trading-logic.mjs
@@ -13,6 +13,7 @@ import {
     botStopsActive, sizeNotional, isNoTradeTime, isPastSessionClose, nextTradingDate, effectiveCombine, DEFAULT_TARGET_HOLD_HOURS,
     projectPerfectPath, cycleCompletion, DLL_RESERVE_FRACTION, DLL_MIN_STOP, notionalCap, expectedSwapToWin, MARGIN_HEADROOM,
     dllReserve, DLL_SLIPPAGE_FRACTION, maxLossRoom, lastStand, breachDistance, LAST_STAND_FRACTION, planLegSize, rankForTarget,
+    currentTradeDateCT,
 } from '../lib/trading-logic.ts';
 
 // Deterministic PRNG so a failure reproduces.
@@ -502,7 +503,7 @@ test('an every-day firm can finish its cycle on a Saturday', () => {
 
 import {
     dxAccountId, accountDisplayName, accountCodeOf, encodeContractName, decodeContractName, roundToStep,
-    lastUtcReset, ctTradeDayStart, parseDurationMs, ciNum, signedFundValue, inTradingHours,
+    lastUtcReset, ctTradeDayStart, firmDayOf, parseDurationMs, ciNum, signedFundValue, inTradingHours,
     realizedVolPerHour, scoreCandidate, candidateRejection, MIN_VOL_CANDLES, parseTransfers, marginRateOf,
 } from '../lib/dxtrade-helpers.ts';
 
@@ -573,6 +574,19 @@ test('the firm reset and the CT trade-date start', () => {
     assert.equal(ctTradeDayStart(cst('2027-01-12T10:00:00')).toISOString(), '2027-01-11T23:00:00.000Z');
 });
 
+test('the firm\'s day: the same label as the CT trade date, rolling at its reset', () => {
+    // Summer: the reset is 5 PM CDT, so the two agree on both sides of it.
+    assert.equal(firmDayOf(new Date('2026-09-26T21:59:00Z')), '2026-09-26');
+    assert.equal(firmDayOf(new Date('2026-09-26T22:00:00Z')), '2026-09-27');
+    assert.equal(firmDayOf(new Date('2026-09-26T22:00:00Z')), currentTradeDateCT(new Date('2026-09-26T22:00:00Z')));
+    // Winter: a close at 4:30 PM CST is the firm's next day, still ours.
+    const close = cst('2027-01-12T16:30:00');
+    assert.equal(firmDayOf(close), '2027-01-13');
+    assert.equal(currentTradeDateCT(close), '2027-01-12');
+    assert.equal(firmDayOf(cst('2027-01-12T15:59:00')), '2027-01-12');
+    assert.equal(firmDayOf(cst('2027-01-12T17:30:00')), currentTradeDateCT(cst('2027-01-12T17:30:00')));
+});
+
 test('loose parsing', () => {
     assert.equal(parseDurationMs('PT30M'), 30 * 60_000);
     assert.equal(parseDurationMs('01:05:08'), (3600 + 300 + 8) * 1000);