On thinly traded stocks or options, you will probably move the market. Been there done that.
You keep buying and the penny stock will keep going up. So on paper you are doing very well, making lots of money. One day you decide that you should take some profit, so you call your broker and tell him to sell some. His answer: Who am I going to sell them to? You are the only one buying.
must be interesting experience.
That's why it is called suicidual investment.
from supreme noob as named by ruler09