Not really. Pretty much if you put half your money in market orders to buy, and half in market sell orders, the spread between bid and ask could eat up your money in no time.
Yeah, my original idea of trading Futures Options would do marvelously. Just send as many market buy orders as you can get filled, then resend them as sell orders once they're filled. You'd shed your million dollars in about 15 minutes at most.
You can test it if you want. Do it with $1,000. It will work just as well, and you'll get your answer.