[notouch]

I can't see the point personally. You mention slippage but fiddling around trying to put in different orders on different contracts is going to take time so you might lose out that way. I can't see how trading several different contracts would reduce the risk of slippage. As for the opportunity cost it could work both ways. You could see a great ES set up and then decide to trade YM and NQ too only to see ES outperform YM and NQ so you would have been better off just putting it all on ES.