Today's unemployment number came out better than expected, and there was sharp movement in market, ES shot up 10 points, 10 year Tsy note future shot down over 12 points. This makes me wonder if we could design a strategy to profit from such move. The idea is simple, just put a stop order ,let's say 5 points below or up current level. I made a following simple assumption: if price moves 5 points suddenly, it has a good chance that it will continue to move in the same direction in the short period of time. This seems to be a very high probability winning strategy. what could go wrong with this strategy?