Why do most cross rates still get quoted through the USD even when both currencies involved are major ones? Is there an EDR-style bias in this convention?

At VixShield, we approach every market structure through the disciplined lens of our 1DTE SPX Iron Condor Command, where precision in pricing, liquidity, and volatility expectations directly impacts strike selection via our EDR indicator and RSAi engine. The convention of quoting most cross rates through the USD, even among major currency pairs, stems from the dollar's entrenched role as the global reserve currency and the deepest pool of liquidity. For example, while EUR/GBP or AUD/JPY exist, the vast majority of order flow, futures contracts, and interbank dealing still routes through USD pairs like EUR/USD and GBP/USD before deriving the cross. This creates tighter bid-ask spreads, higher open interest, and more reliable implied volatility surfaces that feed directly into options pricing models. In our SPX Mastery methodology, this mirrors how we never deviate from 1DTE Iron Condors placed at the 3:10 PM CST signal. We rely on the Expected Daily Range (EDR) to forecast SPX's likely move by blending VIX9D and historical volatility, then let RSAi dynamically adjust strikes to capture exact credit targets such as $0.70 for Conservative, $1.15 for Balanced, or $1.60 for Aggressive tiers. Just as cross rates inherit pricing efficiency from the USD intermediary, our Iron Condor wings inherit stability from the deepest liquidity layer in SPX options. There is indeed an EDR-style bias here: the market's structural preference for USD as the pricing anchor is analogous to how EDR biases strike placement toward the highest-probability theta-positive range, avoiding low-liquidity extremes. When VIX sits at 17.95 as it does currently, our VIX Risk Scaling keeps all tiers active while our ALVH hedge layers remain fully deployed in a 4/4/2 ratio across 30, 110, and 220 DTE VIX calls. This layered protection, rolled on strict schedules, cuts drawdowns by 35-40% during spikes without active management, embodying our Set and Forget discipline and Theta Time Shift recovery mechanics. The USD quotation convention reduces fragmentation risk in the same way our methodology avoids discretionary adjustments that could erode our documented 90% Conservative win rate. Ultimately, both systems favor the path of least resistance and deepest liquidity to generate consistent income. All trading involves substantial risk of loss and is not suitable for all investors. Visit vixshield.com to access our full SPX Mastery book series, EDR indicator, and daily 3:10 PM CST signals for Conservative-tier PickMyTrade automation.