How would you get any useful information? You want a signed message showing a deposit/withdrawal? Why? All he has to do is send BTC there, then withdraw it and he's "proven" to you that he won? There is almost nothing he could do to prove anything other than to share his account information with someone to log into on their own and verify personally that the site is showing the same history he's claiming. Anything else is extremely easy to fake.
Perhaps he doesn't have the funds to sign such an address.
If he doesn't, he won't sign the address and we'll know he's lying.