{Q.}-- what is the best way to set a nil? Throw spades and hope to use up all the opp's spades so they cannot cover the nil with spades? Keep throwing low? Or what do you think is the best way to do this?
{A.}-- Firstly, lead low cards in the side suits as often as you can.
Secondly, if you can safely trump with high spades and not jeopardize your bid, this will often put pressure on the covering hand to protect middle spades in the nil hand.
Thirdly, if you can draw the spades out of the covering hand, you might be able to lead a low card into the nil hand (low side-suit card) and hope that your partner does not hold a higher card in the same suit.
{Q.}--
If you have the ace of a suit and a low card of that suit, and opp is nilling, should you throw the ace first, or the low card? You lead and you have no other suit to play in.
{A.}--If the nil is solid another strategy is to attack the covering bid.

If the nil bid is on your right and your partner has led the suit in question and the nil hand plays a low card, then you can play your ace safely and continue with the low card in the same suit.

If the nil bid is on your left and your partner has led this suit, then you must see what the covering hand plays before your choice is made. If he plays a face card, then you should insert your ace and continue with a low card. If he plays a low card, then you should also duck with your low card and try to pin the nil hand with a middle card in the same suit.

It is usually poor technique to lead an ace in first position when trying to defend a nil bid.
{Q.)--
What should I do in the unfortunate event I bid DN, and get stuck with A, K spades -- throw low & save high and try to set?
{A.}You might as well go for the set. Here is some BETTER ADVICE:

Don't go DN unless it is the last hand and the ONLY way you can win
But there are times when you must call in the dogs and give up the hunt and congratulate "GGA" the opponents and go out with style.. With Points instead of  the DN and losing at  -200 :-)
{Q.)--
How often can you expect to make a nil with four spades in your hand?
{A.}--Firstly, it depends on which four spades you hold.
For example, if you hold 2, 3, 4, 5, you have a very good chance of making the nil, provided you have no other side suit weaknesses.
If you hold 4, 5, 9, J the task becomes more difficult. Please remember if your hand is balanced, it will be much more difficult to undercut or underruff with a low spade.
Finally, there is always the risk that the spade suit will break 4-3-3-3 and you will be stranded with the 13th spade.
It's based on how your hand distribution. The shape of your hand is very critical.
{Q.}--
What is the highest spade you are willing to nil with, assuming you are desperate? If not, then you would have to go for almost impossible set.
{A.}--Well, let's start with the King. There is a 33% chance that your partner will hold the ace. Another helpful situation is when your partner bids the Big FIVE convention, which promises 4 to 6 tricks and the ace or king of spades.
I would never bid nil with 2 spade honors from the 10 to the king.  A 3-bid from my partner would  tell me nothing about specific spade strength.
So I would not nil with the King of Spades.
If I held the king and 1 or 2 low-spot cards in trump, I would bid nil if partner had bid the Big FIVE or our situation was desperate (losing by at least 100 points).
{Q.}--
At what point during a hand would you try to get an extra trick to cover your p's bid??? I.E., if my partner  bid 5 and I go 3 and none of his high cards get cut, but it doesn't look like he will make his bid, do I bag or hope he has it?
{A.}--I would take the extra trick to secure our bid other than risking a set. This is a safety play. The only exception is when there is a 9-bag count for our side toward the end of a game, in which case it may be necessary to avoid that 10th bag and hope your partner has his.
{Q.}--
What is your theory on the 11-bid (total)? I have found that setting 11 bids has proven beneficial, even if u don't make it b/c it puts the opps on their toes and they will tend to underbid next time.
{A.}-- If there is a reasonable chance of setting an 11 bid, then by all means go for it. Your partner's plays will usually provide a path for you to follow. However, I have seen attempts to set 11 bids which result in 2 bags for 1 team as the other team makes their bid. When playing with opponents for the 1st time, you will be able to gauge their bidding tendencies and then formulate a strategy to go for sets on 10 and 11 bids. Once your partner has made an aggressive play (e.g., trumping a trick at the end of a hand or leading a high card rather than playing a low card) this will indicate desire to set.
One more say on the DN {Double Nil} Its not for everyone  I myself do not like it. The Zone is set to the Option of DN for those who do like it
"However, at this time, the only option is to agree not to use the DN bid prior to the start of your game or team match. My own personal feeling is I can't imagine anyone who feels happiness when they lose a won game to a cheesy DN bid, and I can't imagine anyone who might feel good deep down inside when they rip someone off by bidding a DN and stealing a game from the opponents!!!!!  DN is a easy win, If you make it's not skill at all, only Luck!
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