The purpose of this thread is to come up with trading strategies that achieve the following: 1. No risk of loss of capital at end of position/strategy. 2. The annualized maximum reward cannot be lower than interest rate on capital obtained from the treasurys/notes/bonds yield curve. You can use any underlying, any time frame (but annualize you returns), any strategy, any example (real or hypothetical). Do not take into account bid-ask spreads and commissions. Let us see what this forum can come up with. If you think that such a strategy does not exist, that is fine as well. Just say so in your response, and let us why if you can.