First, don’t waste your time chasing these things around in the daytime. There are much better ways to go about this, both are crazy simple too.
Easiest way to catch a bunch is to go out into a field or woods about an hour after dark and spotlight them with a led headlight. You want to find some tall grass at least waist high or any other wild plants that can support their weight. Most of the ones we catch are between 3-6’ above ground so focus on scanning with your headlamp back and forth over that elevation. You don’t want to look for the shape of the katydid, you want to look for the bright green color, it really pops when the light hits it. You’ll see what I mean the first time you find one. You have to keep the headlamp directly on them, if you do that they will freeze and not run just like a deer in the headlights. You can literally walk right up to them and grab them off of a leaf, it’s almost unfair!
Another way is to use a light trap. This trap is far more effective with flying bugs like moths. Most nocturnal insects are drawn towards lights, a light trap uses this trait against them. All you need to do is go out to a wooded area or field and hang up a white bed sheet. Then take a black light flashlight and shine it on the sheet. Every bug in the area will start moving towards the sheet. it will take about 30min for a lot of them to actually make it to the sheet so I usually set this up first and then go spotlighting while waiting for the sheet to fill up.
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