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Working on something to solve this. The results will likely show the power of the broker's spread and fear at the core of the riddle.
I was discussing this and someone suggested it is all PSYCHOLOGY! Traders let losers run instead of winners.
It is interesting that the number is not 50%.
It seems the answer may lie with TIMING. Just as a trader's "losing" strategy would start to pay off, they do the opposite and continue to lose.
As far as the spread goes, USE AN ECN BROKER. I know they are NOT MT4 compatible at the moment but so what? Still close enough. No reason to pay a spread when you don't have to.