Brokerage plays a big part, if your brokerage is the usual $X for under $10K and you are trading in $5K parcels you are basically paying double the brokerage.
Who i trade with charge, 0.1% minimum $10 therefore if i make a trade with a parcel size of less than $10K i am paying more brokerage than needed
Some times this is unavoidable with low volume, penny stocks, but it is something that seriously needs to be considered
