Why should I? I've bought on BitStamp at 810 USD, sold on MtGox for 960. Then I'm some 30 USD in plus. I have to subtract two trading fees (cost of learning...), SEPA fee, which will be around 2 USD, then my bank will automatically convert EUR to PLN at some not very interesting rate... Still should be worth it. How is bitcoin priced in 6 weeks is completely irrelevant, it may be even 10 USD... Well, if it will be 1500 USD, holding would be better . The worst what can happen is MtGox total collapse and my money lost.

Of course doing arbitrage with 0.2 BTC is pathetitc, but I want a proof of concept for myself.