Good thing you jumped in Treggs,
I agree MM overnight spread are crap and the wrap around spread method to stop one out is not ideal. Therefore once known you trade it accordingly with a wider stop or trade 'live' markets. That's not so difficult.
Large moves that have not occurred on futures markets not sure of - seemed like there were a few around xmas/new year last year that i thought everyone experienced?
Spread; correct no commission, fee's in spread.
Is your example of SPI 1 point ($25) and commission ($10) one way or round trip?
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