For what it's worth, I came across this yesterday and tried replicating their results. I didn't use exactly the same process - I used the S&P 500 and the tradin

For what it's worth, I came across this yesterday and tried replicating their results. I didn't use exactly the same process - I used the S&P 500 and the trading strategy was not exactly the same (because i'm using a framework that makes something else easier to try). But my approach was close enough that I would expect to see similar results if their results were robust enough to be of any use. I didn't get similar results, in fact 'debt' went the other way, and I calculated an associated p value of about 0.8 (i.e. no significance whatsoever). Of course I could have made a mistake, and having come this far going to spend some time double checking everything today, but it'd also surprise me greatly if there was money lying around for the taking this easily..