There is usually an inverse correlation between Sharpe ratio and capacity. That is, strategies that produce very high risk-adjusted returns stop working if you crank up the size of the book. So the groups running the really high sharpe stuff (HFT latency arb, for example) don't even bother taking outside capital since they wouldn't know what to do with it. This also allows them to keep a higher portion of the profits. On the other hand, groups that are doing lower sharpe but higher capacity strategies (say, Bridgewater) need to raise giant pools of money from outside investors. So really, the most sure bets aren't available to the public.