what do you want me to do? write couple pages article about current conditions and infrastructure of US markets? it's been done and discussed many times before. on top of that-i'm no way expect in that field and never claimed that i'm. i'm average joe the retail trader.. all i have is my day by day market observations.. each day i have at least 50 executions, so-there is a plenty of these observations each and every day..i have no interest to go over and over same problem 10's of times each year. imo there is enough info in that thread above to realize, that OP's simple approach is not going to work. at least on US stock market.