Have any of you guys played around with this? When volume is relatively low and you make a trade big enough to be noticed, is that a profitable strategy? For example, let's say a stock has been trading an average of 5,000 shares per minute and you buy 1,000 shares at the ask (or market), does that have a big impact on price movement or does it just fall back to the range it was trading in? Conversely, if you bought at the bid, would that make the price go in the wrong direction?