This is clearly meant to be humorous etc, but just to explain a part of what’s happening here: Regressing price levels (integrated series) against each other does not lead to meaningful R^2 values and is considered a “chart crime”.
See [1] for a detailed model.
A nice article that can help people understand why time series regressions techniques requires special care and why R² is an outdated concept in statistics.
A 0.97 is good for a linear regression with 2 parameters. This model has 18 parameters, that is a lot, and perhaps more if you count the freedom to chose sin, cos, sqrt, and other stuff there.
It reminds me "discovery" of phosphine in Venus, where they were using a polynomial of degree 12.
[1] https://www.stat.rice.edu/~pe6/AOS1509.pdf