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To capitalise when doing a pick-up would be to * and #close with a girl. To capitalise with a girl that you've already # or *closed would be to do a follow-up of calling her and then either by patterning or using any other seduction technique helping her to realise what you both have really wanted all along:) And then doing it of course:)
Apart from your usual pick-ups though, you might have gotten a girl interested in you in the midst of your everyday chores - maybe a co-worker, a neighbour, a fellow student, a girl at the cashier. To capitalise would mean NOT TO LET THAT WINDOW OF OPPORTUNITY CLOSE! She is already preconditioned to liking you, so why let such a perfect opportunity slip? I assume of course, that you find her quite amiable as well:)
As for how to detect such an opportunity - you should know the signs of interest (see Reading body language for more details). She initiates contact, calls, emails or starts a conversation with you, smiles, asks questions etc, or reacts to your initiations more happily than before or more happily than your average indifferent girl would, giggles with her girlfriends when you pass her by, draws hearts in her college-block while sitting beside you (now you're not chasing high-school girls are you?:). See "Reading body language" for more signs.
But she won't stay interested forever. Any day (or night:) a new prospect might catch her attention and even without the threat of competition, her interest for you could wear off any moment, no matter what the reason. Even if not really having seduced her purposefully, if you detect her interest (and most probably she is doing her best to let you know:) and she is also quite to your liking, do end her suffering and extend a helping hand:)
Make sure that is not a supplicating AFC-ish hand though - that is one of the main reasons of the "I was interested in him/her only until he/she developed an interest for me, then it became boring" phenomenon. Stay on top of matters. A girl that has developed an interest in you independently in the course of a few months is no different from a girl that you just met and helped realise that you are the man of her dreams ten minutes from meeting her - they both need guidance or else they might get lost.
But you need to begin right away - don't wait for some non-existent "right time" to approach her or ask her out (hopefully you're past any such thinking though:) or for her to make the first move (she WON'T, and if you don't make the first move she will eventually dismiss you as an ignorant chump or think you're not interested and in either case - she'll move on). Believe me, if you already noticed the signs of interest, SHE IS interested! And don't even try to dismiss them as random friendliness or your imagination, if you noticed them, they're for real:) Now once you know she is interested - capitalise on it!
Reading body language
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