US citizens pay taxes to US Gov if they make profit on US territory.

Foreign citizens who deal and make profit on US territory using US Brokers or non-US Brokers, but still on US territory will pay taxes to their country when they are citizens.

If you want to avoid taxes (even if you are a US citizen), you get a shelf offshore company (in a tax-exempt jurisdiction) with all papers and a international bank account, you prepare to pay 400-500 Euro / year to maintain that company and you will pay taxes to nobody.

That's all with taxes per income.