We consider a financial market where the asset price follows a fractional Brownian motion. A family of investment strategies are introduced, and we quantify profit possibilities for both persistent and anti-persistent markets. It is demonstrated that profit opportunities exists as long as the Hurst exponent $H$ differs from $1/2$ and that the profit increases with $H - 1/2$ one systematically finds that the profit profile is not symmetric about $H = 1/2$. Larger profits can be generated in persistent markets than in anti-persistent markets that corresponds to the same $H - 1/2$.