the spread guard at entry is fine, but what about the exit?

Read the scalping writeup in the strategy library last night, the one that argues the spread condition is the actual strategy and the entry is just decoration. No argument from me there. I've been trading since before decimalization, and I can tell you that when we went from fractions to pennies half the "systems" people were running quietly stopped working, and nobody could explain why. It was the spread the whole time. So I'm glad somebody is putting that line front and center instead of burying it as a filter. Where I get stuck is that the guard only looks at the book at the moment you're deciding to buy. That's the one moment you're least exposed. You sit in the position for up to the time stop, and the piece is honest that a small target pays the round trip twice — but the second payment happens later, at a spread you never checked. In my experience the names that qualify for a momentum screen like that are exactly the ones where the book thins out right when you want out, especially into the first stretch after the open or when a halt is anywhere in the neighborhood. So two questions for anyone running something in this shape: 1. Do you re-check spread on the exit side at all, or do you just accept whatever's there because a scalp that won't exit is worse than a bad fill? I've toyed with the idea of an early bail if the spread doubles from where I entered, on the theory that widening is itself information. But that also means you exit worst when it's most expensive, which feels backwards. 2. When you recorded your own fills like the article suggests, was the gap between the quoted spread and what you actually got bigger than you expected? Mine was, considerably, and it was worse on the exits than the entries. That asymmetry is what I'd want a beginner reading that page to know before they copy the block. Not criticizing the piece, it's more honest about costs than most of what gets posted. Just think the guard is half a guard. Stay humble.