This is a linkpost for http://putanumonit.com/2017/01/29/significantly-invested/
I'm not versed enough in finance to assess the accuracy of your information, but I'll add that if what you say is true then Jacob should etiher rewrite that post substantially or take it down.
My post has all the links you need to understand it, really just the Wikipedia definitions of Sharpe Ratio and various test statistics like the standard score. Would you feel better about the post if Lumifer just talked about math and not about me being "very confused" and "misinformed"?
When a commenter on my blog actually catches a mistake in the math, I not only fix it immediately, I pay them $5 for the trouble.