From Son of the Morning Star (already cited here) - page 223:

"News of the the Little Bighorn calamity was at first discredited. Americans could not believe that Sitting Bull had defeated General Custer. A few days later, when there was no doubt, they refused to admit that an uneducated savage could have defeated a West Point graduate. So it was alleged that a mysterious swarthy youth from the Great Plains, nicknamed "Bison", had attended West Point and there absorbed the military science that laid General Custer low".

As Rapaire points out, Custer did not do well at West Point. In fact he graduated 34th in a class of 34. Interestingly enough, the Custer apologists had Bison graduating in the upper third of his class. (Well, at least the honor of the Point would be preserved).

There were rumors Sitting Bull had graduated from West Point, could read French, and was familiar with Napoleon's tactics.

In fact there was a cadet at West Point nicknamed Bison. Swarthy, bull neck and "in character from first to last a wild animal".

But a few problems for the Sitting Bull theory. "Bison" was a nephew of a US Senator from Illinois. And most seriously, he was killed by Indians near Tubac Arizona about 1870.

Unfortunately Son of the Morning Star is not footnoted--but there are copious quotes. Very probably the truth.