I guess.
IIRC, obviously.
And in any case, all you have proven is that we can reject the null that the distribution of JP morgans daily returns this year, was different to the distribution of their daily returns in previous years.
Let's leave guilty-by-rejecting-the-null-in-an-artificial-model to the courts and not let their logic infect HN too. All that's been shown is that JP Morgan have had 0 days with a trading loss. No one has actually shown they did anything wrong, or even explained what they might have done wrong.
Traders do exactly this, it is the service they provide. It is quite unlikely that all the traders in a big bank are going to lose money on the same day.
(1) Banks carry hedged books. You expect to win more frequently than 49 out of 50 times if you're instantaneously buying and selling FX in different regions, or delta hedging an option book.
(2) The riskier assets also tend to be illiquid. This delays loss recognition, not necessarily out of deviousness, but because nobody realises the loan in question is a dud until someone tries to market it.
(3) Market returns are not i.i.d. They are correlated. This makes streaks more likely.
Assume the probability of a losing day is just .02 (i.e. 2%, which is rather good). A quarter has 60 trading days. Then
.98^60 = .297+
which means it happens just once every 3 times. But that is a magician doing business.
If the probability of a single losing day is .1 (one out of ten, good for humans, I guess), then the odds are
.9^60 = .00179+ (once every 500 times) =(less than once in a century)
So, really really spooky.
Of course "once in a lifetime" events happen quite easily in the Stock Markets, but they tend to be negative (Long-term Capital Management, today's crisis...)
Sorry (lots of edits because term=60 days)