For me FOREX has worked much better. Using basically the same strategy I have a better win rate and a better win vs loss in FOREX than I did with stocks. For me, FOREX trends better and following one market (UER/USD) has helped me. Maybe it's me, maybe it's a coincidence or maybe it's the HFT/sub penny guys killing my stock trading but that's been my experience recently.
I notice dozens of nicks on et that claim to be masters of the universe, but they never post even a single trade realtime. muse upon that.