mine demonstrate that same behavior as well. I have 4 of them and they seem to have developed some sort of heirarchy amongst themselves also. The leader of the pack seems to have the most striking color contrasts I noticed, as he's generally the one that does most of the chasing when they drift into his territory. I have them with Neons and some Blueberry tetras in my community tank with lots of rocks and a mix of plastic and live plants. From what I have read about them, they enjoy soft acidic water , although mine is somewhere around 7.4....they seem to be more active in their range of course. I've also heard that having a school of neons in there with them makes them a little more comfortable as they act as a "lookout" fish for them and will make them a little less skittish. Hope that helps...enjoy them, I love mine!
steve