I discuss my recent comparison of Bayesian and frequentist approaches to a resonance-like feature in the spectrum measured by DAMPE and resonance searches in general. I first contrast the results of both methodologies when applied to results from DAMPE. I then introduce a counting experiment based on a search for the Higgs boson from which I generate pseudo-data. With that pseudo-data, I contrast the evolution of the $p$-value and posterior as we accumulate data and directly compare global $p$-values and the posterior of the background model. I find that in this toy problem $p$-values are typically smaller than the posterior by one or two orders of magnitude. I discuss the implications of this result for indirect searches for dark matter.