At the end of the day, day trading is one of the most rigged forms if gambling you can do. Learn blackjack or video poker if you want to gamble. Your average return will be much better.
More simply, once you exclude people who only bet once you are excluding a disproportionate number of negative bets simply because betting a second time is based on the first outcome. If you want to do exclusions you have to exclude the outcome of the 1st n bets even from players who keep playing.
But then you get something that is also misleading as players can get more and more conservative on the way out the door. I.e. taking guaranteed pennies in splits and buyouts as they realize their big payouts from roller-coasters were not as certain as they thought. There should be a strategy that does similar to the return from a safe investment, so that also isn't interesting.