[gcb0]

and how do you prove some method scale up without either already being on the million dollar scale or disclosing your secret sauce?

[ohaideredevs]

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.

[bduerst]

Short of spending a million dollars right then and there, you can use historical market data. Or datasets provided by the person you're trying to prove it to. Keep in mind that after a certain volume, your model would start influencing the market itself.