I don't know if your friend found the holy grail or not but this strategy might work in a bull market which is to some extent ensured by the funds...
ElectricSavant, what website has up-to-date interest on different currency pairs? Thanks.
But if one invests let say $10k in ES futures & other $90k in S&P 500 itself he would definetely outperform S&P 500.
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