I don't know if it was a true story or a tale to get information so take it as a tale but it's the only story I can add to the thread.Greenblatt made a lot doing value investing though.
Someone told me a friend of theirs made a £million/year trading US treasuries and found it very boring.I don't think he was lying.This was a few years ago now and I don't know if things changed for better or worse.