I think he meant that proxies work on razor thin margins, you gotta do a huge volume before you start seeing profits with proxies.
nomally proxy site have very low CTR that is a fact because almost visitor come to your site to visit to other site. they not come to your site to find something. create own content (best way) or send traffic to ad revenue sharing site by put the banner or links into your proxy page. it will help you to make extra money.