CFDs on indices: Are we overthinking it with the shorter timeframes?

Been watching the $GER40 today, currently sitting around 25459.5, down a bit. Saw it dip to 25409.5 earlier and bounce. It got me thinking about how many CFD traders on indices try to micro-trade every little swing. We're often chasing those intraday moves, getting caught up in the noise, when sometimes the macro picture is far clearer, even for CFDs where leverage tempts us into shorter plays.

I just wonder if trying to scalp a few points here and there on the $GER40, or even the $GBP trading around 0.81345, actually delivers consistent results for most people over time. Is the spread and the volatility on these instruments really conducive to those super-short-term strategies, or are we just generating more trading activity (and fees) for our brokers? Maybe a slightly longer timeframe, say H1 or H4, with wider stops and targets, is actually the less stressful and more effective way to approach these highly liquid assets, even with CFDs. Change my mind.