Mirror, mirror

There has been a lot of self-righteous reporting in the business  press regarding the "rogue trader" denting a bank's reputation, acting  in "shady" ways, etc. The $2 billion lost in one trade would certainly  qualify as an extreme event.

I invite readers to think about the entire spread of trade returns that a bank like UBS sees in any given period of time:

(I took the chart from this website,  which illustrates the returns of using a particular trading strategy  repeatedly. Whatever the strategies are used in aggregate by UBS  traders, one should see a similar distribution, with a different average  return and a different spread commensurate with the amount of aggregate  risk taken by the traders.)

We call the negative outliers "rogue traders". What do we call the positive outliers?