This is a very interesting question. One way I like to think about this is that we may have a prediction or conception of what the market will do. The conception, the idea in the mind, cannot be realized without making arbitrary decisions. There is an "information explosion" as we make the conversion of trade idea into an actual trade.
Normally, it simply does not matter what futures contract you choose if you are trying to trade the entire market. Rather then worrying about it: your energy is better spent elsewhere. I mean if you are trying to decide among the equity futures, I don't see a lot of value in that. Any differences would likely cancel out or not be significant over the long run. If you are referring to the entire futures complex, you would normally want to find more volatile products. The decision of which to product is a required decision but is often arbitrary-- that is making no difference. Some traders bought the XIV overnight after it collapsed trying to short volatility. Unfortunately, this a unique product that liquidated. Traders might have bet correctly on volatility but chose the wrong product. The decision to choose that VIX product turned out to be very consequential even though it normally wouldn't matter.
Let's go back to the real problem and the solution which was eluded too earlier. The real problem is you have a trade idea or conception that you felt like you "should have" profited from but because of specific implementation details you missed it. Often traders feel this way after getting stopped out only to see the trade idea work. The problem is information loss. The solution is what I call diversification of forms.
So, let's imagine I think the market will rally the next day. I want to limit my risk. I need to have some idea of the path probabilities in order to maximize my return. I can divide up my capital to try to capture the different path possibilities. Imagine seeing a monte-carlo like vision of all possibilities. So, let's imagine most of the time we get a tear or run straight to the upside. I will risk say 50% of my risk on this idea. The other possibility is let's say equally split between the market nose diving and then rally even stronger. I will risk 25% on that. The other possibility is for the market to just say close higher but not a lot higher. I might take 25% and risk it on a binary option. I have produced a trading plan for "generalized" vs a "specific" market movement. In essence, I have diversified the strategy.
Your problem is similar in that you have only one entry method and that you have bounded the trade very tightly. As a discretionary trading method it seems rigid and not very responsive to the chaos and dynamism of actual markets. You need to "diversify it over forms" if you want to be able to take more risk and capture more opportunity. In order to do that, you need to define and think about some alternative scenarios and the appropriate trading rules for those scenarios. For example:
1. The market comes down within 10 ticks of your level and then rejects it. Your rule might be if you're not filled within so many seconds or minutes then you to go market or try to buy the next highest low.
2. If the market blasts off without a fill then it might suggest a very strong market. You could define another entry tactic based on buying the break out.
etc..
Basically, I suggest creating a more dynamic method, that is more capable of dealing with the chaos, uncertainty, and noise of actual markets. Defining additional entry tactics is one way you could do that. This might be used in conjunction with lower time frame charts where you would be more likely to find additional entries.