I have to admit that when I heard the name, I was a little hesitant. There seem to be so many bands with 'parade' in the name nowadays... But then I took the time to listen to them, after a reccomendation on last.fm, and I really like them.
I totally agree with the SoCo comparison. They were one of my favourite bands when I was younger, and Leaving Through The Window remains one of my favourite albums.
I hope Parade The Day get signed soon, and maybe come tour over here in the UK!