P-value Interpretation in Hypothesis Testing

A researcher is conducting a hypothesis test to determine if a new coaching method improves the performance of basketball players compared to the traditional method. The null hypothesis ($H_0$) states that the new method does not lead to any improvement, while the alternative hypothesis ($H_a$) suggests that it does lead to improvement.

After conducting the test, the researcher obtains a P-value of 0.03. Based on this P-value, determine the correct interpretation regarding the significance of the results if the significance level ($\alpha$) is set at 0.05.