I don't think so.
Can you create a system without a loss?
Hi luenbo. I agree with you, it seems there are no trading systems without losses. However, it seems that this condition doesn't determine the existence of, let's say, linear trading systems. Such systems exist, they are imperfect but they are out there, and they are linear! Why should they exist? Or you meant that there are no linear trading systems? As they do, would it be possible turning these systems' linearity into exponentiality?