Thank you, Kyle! I had both MES and MNQ setup the same way you had, and got MES filled (and MNQ never got filled). I even put my MES SL lower than I would usually do, since in past few weeks I've seen multiple scenarios where price extended a bit farther before reversing, but still got taken out. You made a good point that I'll make sure to follow in the future - to pick the more conservative look when both MES and MNQ have similar move (after hearing this, it sounds pretty trivial, but was too focused to get the order filled that didn't think of it).