HYIP (High Yield Investment Program) - Are these legit?

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Spotted the Phrase HYIP in another discussion on here, and looked up on google what it means. It appears to mean High Yield Investment Program. What I want to know is do these work? I know that there are a lot of them which are scams out there, but are there any which actually work? I already do cashback sites, and PTC's and PTR's etc. and it all helps put a few extra pennies in the pot as it were, but if there is an investment program like this which I could maybe put a little of my internet earnings into to make them into a bit more that would be good, but I just don't want to get stung, so any advice would be very useful.