I am unaware of much publicly available proof, but in my experience, there is definitely a class of trader that is consistently profitable every year or even mu

I am unaware of much publicly available proof, but in my experience, there is definitely a class of trader that is consistently profitable every year or even much better than that. These are the traders who are meticulous about their risk management and have found a way to improve a market. For a public glimpse, you could have a look at Virtu Financial's S-1 filing from 2014 (https://www.sec.gov/Archives/edgar/data/1592386/000104746914002070/a2218589zs-1.htm https://www.sec.gov/Archives/edgar/data/1592386/000104746914...). In it, they disclose that over the previous five year period, they were profitable on every day except one.