One strategy I've been using is day trading VIX ETF's, because the VIX moves tick-for-tick with the S&P (inverted) but with more amplitude, so it brings allot of leverage.
Noobish question: Would it be possible to day trade VIX futures, since they'd be more efficient with price action?
Would it be possible to day trade VIX futures with over 200 round trips a day? Since this isn't quite HFT, I thought it might be...