Presenting JP Morgan's 93.5% Historical Winning Trade Perfection

``... can someone explain how it is possible that a firm that over the past 9 quarters has disclosed a total of 41 days on which it has lost money trading, and 546 days on which it was profitable, or a 93.5% win rate of the total 587 days in the past 2 years and 1 quarter... To borrow a phrase from Taleb: was JPM's now mega-loss merely the non-scalable outlier event that occurs when a firm has an artificially impossible winning ratio?''