Turns out (see http://www.zerohedge.com/news/2013-05-08/jp-morgan-has-zero-... above) that it is not that much lower than 0.1.

IIRC, obviously.

You (and the article) are assuming that all trades are created equal. At 95% accuracy you can easily never have a losing trading day. Plus given the massive amount of derivatives you can "mark to market" when convenient and end up with no losing trading days.