I hate to admit it but there is one fish that has eluded me for my entire fishing career. I have only caught one thresher shark in my life, I used to shark fish quite a bit years ago, before threshers became more prevailent in the North East waters, I always had good luck catching Makos but it drives me crazy I can't get on the threshers.
use long and strong leaders.. try to use heavy mono or cable if you want.. and i find that bunker it a ten times better bait than any mackeral or bluefish.. try to use a bunker with a short two hook stinger rig and sink of hook in the head and rubber band the other around the tail of the bunker and the leader and hook snug against the side..
if you would use a 10ft leader for makos i like to use a 20ft and a little lighter for the threshers..
remember they have extremely long tails and they have very small mouths compared to most other sharks..
you fish just about the same but i like to put one of my baits very deep...
also sometimes i will split tail the bunker..
we also chase them on the beach when we have mass amounts of bunker around!!! it is great.. you can snag them and drop em!! freaking awesome on light tackle.
any time you want to come to jersey around like june, july or so give me a shout man.. we will take you out for them!!
I just started targeting thresher this year so I'm not an expert but I can tell ya what worked for us.
Find some structure in an area holding bait fish, Drop offs, wrecks etc. They come in to feed off the sea bass etc.
We caught about 12 miles off the beach in 60-90' of water.
Use smaller baits than you would for mako.
Keep a bait on the bottom.
Had 3 lines out, 2 on baloons at various depths and 1 on the bottom. 3 thresher on the bottom bait, none on the baloons.
We had a chum slick going but I'm not sure if it attracted them or we just drifted over em since all 3 were right under the boat on the bottom.
Blue fish filets worked.