The video below shows more than two years of activity on a real $$$ account with real-time tickdata (2MM initial cap). Current NetLiquidation is over 3MM (in about 2 years).
We use here our Universal Statistical Edge (USE) principle, where the historical trading information (HTI) and "induced price recurrence" is used through mechanisms more complex than those discussed in the paper, obviously more suitable for real-world application, and adapted to strongly decaying instruments, as, in this specific case, ES FOPs (futures options).
The general idea of using HTI to maintain "structural consistency" of the "order clouds" and price recurrence to obtain a real long-term PNL drift still applies. An example of a single layer is given in the picture below, which shows one layer with several "information transfers" (information "rollovers"):
Video with all layers:
You can also follow similar daily real-time streaming of trading activity on this YouTube channel: https://www.youtube.com/playlist?list=PLRb5b_XS0ypzvQCX-eyIltbJKCl5mibM-
In this case, it was used an approach based on the "Universal Statistical Edge" (USE) principle as conceptually explained in the paper with real-world adaptation due to the specific nature of the instruments (mostly futures options in this case). In particular, it was used the "induced" form of price recurrence (mentioned in the paper) to be able to control via portfolio the price recurrence and used the "stop recovery mechanism" based on the "historical trading information" by introducing novel concepts such as "player" (a container of information), "layer" (a container of players, price curves, and "information transfers" across instruments), "player superposition", and "layer overlay" (the latter not covered in the first seminal paper but have been developed for the specific needs of trading real-world financial instruments in public exchanges).
For more details about actively participating in the actual real-world trading project and supporting it (either as a private investor or IPO sponsor), please see the reference website.
Note also that sufficiently capitalized investors are enabled to run directly the trading program (without maintenance fees) on their own PCs and their own accounts and see how the performances and PnL drift are actually built in time.