It's simple statistics. The author was up 4k/day over 120 days. He doesn't say what his daily volatility was, but let's assume 2k (which squares pretty well with his claim that his worst day was a 2k loss).

With a quick bit of R code, we can simulate his PnL over 120 days multiple times, assuming he has no skill, and see what the probability of him being up 4k/day is. I'll use a t-distribution with 3 degrees of freedom, which allows big up and down swings (again, accentuating the effect of luck).

    > pnl <- c()
    > for (i in 1:1000) pnl[i] <- mean(2000 * rt(120, df=3))
    > mean(pnl > 4000)
    0.0

That is, there's a zero percent chance that he would have made those returns if he had no skill. And remember that this simulation is overestimating the effect of luck.

By that definition you could start claiming everything as blind luck. Why bother doing anything at all, let luck do the work.