> millions of other incredibly talented and skilled people are also working on the same problem, and no one has really had much success such as to be notable

I wonder how many strategies are profitable, but not at the scale that would be worthwhile for mid/large sized hedge funds to actually use. What I mean is that let's say I come up with some relatively naive strategy, that consistently delivers sub-1000/day profit. Can I just throw x1000 more monies at it and expect it to deliver 1M/day? I don't think these things scale linearly.