At some point, doesn't your size start to interfere with the motion of the market. I always wonder how much size you can inject into a market without it affecting the dynamics.
I've seen ER prints of 250 contracts go off on time and sales and it did nothing to the market. If you're watching the bid/ask it moves much faster than the ES, if that's your baseline. Don't let the "thinness" fool you. There's tons of depth there which comes in without any notice. --opm8