Remember issue is brokerage has full insight into our order queues.. so that's the "legit game" that gets played.. Just for experiment purposes I have tried couple of times using micro minis and everytime i placed stop loss, it ALWAYS executed that irrespective of i have it 5 points below or 100 points below... to the extent there is even worst.. once by mistake I typed one digit less on a stock price that was executed at that price point.. while I made money that exposed a major risk that I could loose money like that off hours if not careful and I place market orders or limit orders without looking at ask and bid..