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Has hmate9 pointed out, a simple pattern like the one described can persist indefinitely – but the risk of exploiting it is priced in already.


Yeah, you could find a pattern that wins 99% of the time to yield 1% of what you risk, but you don't consider that there's always 1% odds of losing it all and it's priced in, it just hasn't happened to happen yet, but systems with more precise data have accounted for it.

E.g. something like selling 0dte options sufficiently out of money might seem like a free money hack, but once something unexpected happens you are down to just "who could have possibly foreseen that event to occur, my decision making was solid.".




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