Would this be a legal thing to do?
A major brokerage firm has many active customer accounts. It looks at the performance of these accounts. Let say it finds several where the rate of return per month, in the recent few months, has been 15% per month. The brokerage firm figures the person trading those accounts know what they are doing. So, when ever a customer places and order in one of those accounts, the brokerage firm copies the order for its own account.
I realize that you cannot front run the customer but can you copy him/her?