This is particularly important when you are first getting started or when you decide to significantly vary what you are doing. Sometimes ideas that look great on paper and in planning can flop when you implement them. Don't waste your money by starting a new campaign without at least doing one test run first.
I like to mail 3,000 when I do a test. It's enough to get a good feel for the response, yet not so much that it wastes a chunk of your budget. 3,000 also works well with most minimum orders for list, printing and mailing so it's a good economical point to test at.
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