are you talking nyse or naz stocks? i do o.k. scalping nyse but mainly on the open - most of my trades are under 3 min round trip - i try and get in with 10,000 to 15,000 shares and piece out of 1/3 to 1/2 immediately then piece the rest out in 1000 to 2000 sh blocks - a good day is $5k to $10k - if i get lucky $20 to $30k - just a few a month is all you need