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"having you concur REALLY bothers me"

Great point, sorry about that...k it would be buying or selling the futures based on the price movement in the underlying.

Not sure if I would agree with the comment about the last 43 days being atypical.

Slippage probably wasn't the right word...I adjusted the data downward to be conservative, hence the two points.

That's what I meant to say, yes.

No trailing stop. No rentry.

Pattern seems to hold for more than 43 trading days. Stop is placed immediately above or below opening print. One tick above or below, and trade is exited. It's not that the closing price has to do with the open, it's just a pattern that seems to hold.

Criteria for going long or short is first tick of the day...first tick pos trade is long, first tick neg trade is short. If I'm long stop is below the opening price, if I'm short stop is above the opening price. If stop is not hit, trade is exited at the end of the day.

Seeking feedback...the S&P Futures close at the high or low of the day about 20-30% of the time...what would happen if a person bought or sold at the open (on first uptick or downtick), put a stop above or below accordingly, and closed positions if they hit the stop or at closing time. Here's...