I think you misunderstand, what you're doing is even worse than picking up pennies, your strategy just boils down to punting futures with no hedge or any form risk management to your open position. You're just gambling on coinflips. If you backtest your "model" you'll find that external macro event induced crude oil moves will completely wipe you out because you have no hedge against them.
If you glance over the whitepaper, it's obvious this is a completely ridiculous model. Trying to predict intraday price movements with previous day volume numbers and open interest as features? Please. Also, selling the "model" predictions for $365 a year is the real scam -- if he had any confidence in the model, he'd get a private backer and be trading size out of his own account rather than making $50 bets.