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Imagine that - why would they even consider selling something that worked?

Probably because they're not very good at trading. Like any zero sum game, it's tough to break into the big leagues. Most people wouldn't expect to sit down at the biggest poker game in vegas and clean up without every having played before. Yet they'll trade ES and ZN right out of the gate.

I trade ES and ZN in the mornings. Average return has been about $40 per contract per day. I'll have positions in one contract or the other but not both at a given time. It's not exactly a living, but it probably will be eventually if market conditions remain relatively constant.