I agree with your last statement. Someone posted a chart showing how a method didn't work out so far today. They were trading the GBPUSD long, during the first Asian session of the week when the spreads are wide and the GBPUSD had gapped up.
Can you clarify what you mean by money not being returned? Do you mean that brokers never honored a wire request? And if so, which brokers? I can't imagine this happening at the big firms such as Gain, GFT, FXCM, etc