The explanation for the Tenacious badge says:
Have at least five accepted answers with a score of zero, and have those zero-score accepted answers account for at least 20% of all your accepted answers
Only accepted answers at least ten days old are considered
Community Wiki answers, deleted answers, and self-accepted answers are not included in any calculations
If I count correctly on my answers, I have 19 accepted answers in total. Out of these, 5 are 0-score not-self-accepted answers (and no CW either). The most recent of these 5 were answered on November the 15th at 13:10, which is twelve days ago.
Are my maths completely wrong, or does it just take some time for this badge to be awarded?