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Avoid premarket\
avoid semi liquid stuff\
Tops + bottoms[daily or monthly] are rather infrequent so max slippage =not real common.
8-11or 80 million average day volume solves your problem.
Super good, amazing fills, you may have noticed ,happen when we're on wrong side of trend.
Only one liquidity leader=SPY;
timing + trend => than any ratio.
I averaged much better busting most any order up; impossible to accidently catch top or bottom LOL