The question was how tight to set a stop, in a very thin market, carrying that position into a major report.

If you set your stop tight, and say .... the market opens limit bid .... if filled, that's where you're hitl

Tight stops and reentry are for a totally different situation.

The question that arises from the original post of this thread ....

How much are you willing to lose ... assuming you're gigged hard?

Then, the old Clint Eastwood / Dirty Harry line ... do you feel lucky(?).