Isn't it hard to day trade any medium to large number of shares. It seems like most trades are small and you'd have to buy and/or sell enough to make it work, no? For example, if you do an all-or-none order to buy or sell for more than a few thousand shares (just my estimate), it won't go through. Just as an example, a while back when the price was about .05 or maybe a bit above, I had to do an AON order for .057 in order to get it filled.