I've taken several of these the last few days and have done pretty well with them. I have not publicly documented them but I wanted to show one here for posterity's sake. This one may not work out but its the look I am seeing every night. I am scalping for ten ticks at a time with this idea. Nothing more than this with a single contract. I may increase the size once I see it working over the longer term.
Closed the trade with 5 ticks. Hey, $50 is better than a kick in the head in my book!!