Mark Spitznagel, a cofounder of Empirica (Taleb's old fund), went on to start Universa which did pretty well with similar theories (tail-risk strategies and insurance via options against extreme market risk) in both the 2008-2009 period and last year, when they booked a huge return. So there's some evidence that the theories work to produce uncorrelated (or negatively correlated) returns that outperform the market[1].
[1]: Universa's flagship "Black Swan Protection Protocol" fund has produced a mean annual return on invested capital of 76% since the firm was created in 2008. https://www.forbes.com/sites/antoinegara/2020/04/13/how-a-go...