So the argument is essentially that "not only if you pick the best thing fitting your finite data, but even if you take a weighted average over things that fit

So the argument is essentially that "not only if you pick the best thing fitting your finite data, but even if you take a weighted average over things that fit your finite data proportionally to how well they fit your finite data - you are still almost surely end up with something that fits your finite sample better than the general population (that this sample was drawn from)"?