Most retail currency investors lose money most of the time,according to the industry's own data. Reports to clients by the two biggest companies-FXCM inc.and gain capital Hodings Inc._ -show that,on average, 68 percent of investors had a net loss from trading in each of the past four quarers. These kinds of losses make for investor drops out of the market after just four months, according to the National Futures Association,an industry self-regulatory group.