It's only a zero sum game if you don't consider all the fees and taxes. Doing so...

ggruschow on May 18, 2010 | parent | context | favorite | on: Tradebot had zero trade-lose days in last 4 years

It's only a zero sum game if you don't consider all the fees and taxes. Doing so would be total folly. The fees and taxes make up a huge portion of the profits and losses on these strategies.