The S&P 500 Futures market has been particularily brutal to any trader attempting to get a ride in any direction.  The amount of whipsaw in this market is comical if your waiting it out and downright evil if you have attempted trades. The mathematics of taking unnecessary losses will never make you profitable. Sure its common sense but most traders don't make money partly due to this fact. Its far easier to make fewer trades that are high probability than to "game" the markets.