Claro? What on earth are you talking about with 7000 + posts I am sure you are experienced in this field. Care to clarify or I am so dumb that I dont understand what you are saying!
Why not just average down in the temporary losing position in the ES? Oh yeah..most all the gurus’ rules say that is a no..no
It is often referred to as ..."trading around a position". Yes, it is a simple use case. Your example however, is not cost efficient, and taking the same weighting for an expected little-money retrace might be considered as a form of overtrading. But the fact is, it is acceptable, and legal with the two different instruments in one account. I don't understand what all the hullabaloo is... ET diarrhea!
It is a simple case of over trading to me. You are under the assumption that the market will go up +5, then -2, then up +5. This is classic over trading and is not sustainable in the long term. And if you are not placing stop loss orders on your trades, you really need to consider another line of work.