rtharp, I did a similar thing with less than $5 Nasdaq stocks that move very slow and pretty much bounce around a .20 range all day. There's a fair share of +.01, flat, and -.01 trades, so commision rates become important. You spend alot of time staring at the screen, but with 5-10k shares I could take out buyers and sellers, and move the price. With something like LU (I've been trading LU a little lately to get use to listed stks), seems there may be 100000 on the bid and ask, a penny apart - no moving that! lol I agree that the big Nasdaq stocks are liquid enough you can get out in a hurry if you need to, I just have had bad experiences trading SUNW CSCO and the like. When is Echo gonna drop those ECN fees?