A killzone is a specific time-of-day window in ICT (Inner Circle Trader) methodology during which setups are considered highest probability because institutional volume and volatility concentrate there. The commonly taught windows, in New York time: the Asian killzone in the late US evening, the London killzone around 2:00–5:00 a.m., the New York AM killzone in the morning session, and the London close around midday.
The premise is mundane and real — volatility is strongly time-of-day dependent, clustering around session opens and major data releases — while the specific boundaries are convention. Sources disagree on exact start and end times, and the windows are defined in New York time, so they shift against UTC with daylight-saving changes.
In practice a killzone is a filter, not a signal: the same sweep-plus-structure-shift setup is taken only inside the window. That makes time filters easy to test — run the identical rules with and without the window and compare.