The reason financial transactions don't scale is volume - your $100 trade can move a penny stock to $.02 from $.0002 a share if there is no volume. Some market

The reason financial transactions don't scale is volume - your $100 trade can move a penny stock to $.02 from $.0002 a share if there is no volume. Some markets can absorb an enormous amount of volume, such as the FOREX market. Now, when you start making good trades in a "big" market, intelligent players can mimic / play off of them, so it is hard to prove in that regard. At a minimum though, you could prove that it works on assets that are not volume-dependent.