This is not and can not be true. I mean, for one the universe doesn't have a Kolmogorov complexity*. But more importantly, a hypothesis is not penalized for having entropy increase over time as long as the increases in entropy arise from deterministic, entropy-increasing interactions specified in advance. Just as atomic theory isn't penalized for having lots of distinct objects, thermodynamics is not penalized for having seemingly random outputs which are secretly guided by underlying physical laws.

*If you do not see why this is true, consider that there can be multiple hypothesis which would output the same state in their resulting universes. An obvious example would be one which specifies our laws of physics and another which specifies the position of every atom without compression in the form of physical law.