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The "theory" is absolutely correct because it's not a theory. Futures markets are absolutely 100% zero sum. They're actually negative sum because of transaction costs. It's not really open for interpretation. For you to buy someone has to be willing to sell to you. The open interest on a front month contract is an exact tally of all outstanding contracts. Once the contract expires and there is no more trading volume, every transaction that took place is accounted for and trading ceases at expiration. Any profit anyone has made trading that contract month comes directly from someone else's loss. The winners divide up the loser's money. You cannot get blood from a stone. It's the way these markets are designed, and it's why they're so competitive.
Yes, I undestand what you say.... but my point is that this is true if you compute the loss /gains at the end of the day, that is if you look at it from a daily perspective.
However thinking of it as zero sum game brings nothing new to the table, and it can confuse the understanding.
Many market partecipants are hedgers and the care nothing about the end of the day close, because their timeframe is larger.... they keep a position on for weeks or months.
For purpose of understanding zero sum is quite confusing, because it semplifies what happens. On top of that you should consider hedgers that have true physical inventories behind a future contract.
Markets are not self contained like a poker match or a video game, there are so many external factors that you can hardly draw a line a say: "here are the losers and here are the winners".