Just saw this thread, interesting observations @PetePan15
Scientifically, we could perhaps view this as trader performances being randomly distributed around a mean return, per time period, individual to each trader..
On that premise, since a trader is usually interviewed after a good time period of performance (read: peak of returns distribution), future returns are more likely to be closer to the trader's true individual mean - hence the apparent drawdowns post-interview.
... hey wait, this just gave me an idea for an experiment! watch this space