I checked the btc address they gave me for deposit and it is newly-created, as expected.
Now the question is what happens to the coins after they get into this newly created wallet.

Chances are that we could tell between ponzi and arbs analyzing the blockchain:
   - For a ponzi scheme there will be infrequent small withdrawals to pay other investors' percents.
   - For an arbitrage the whole sum will move to an exchange instantly.

This is oversimplified, of course, but there's a slight chance of finding the truth this way

If there're enough people willing to solve this puzzle we could even disclose our deposit wallet numbers to
trace the movement of coins between them.

But unfortunately btc-arbs can happen to be both arbitrage and ponzi at the same time )