Yeah I would have to agree with gourami swami on this one. As for the photograph that is proof, well its not from the wild, but its the closest thing you can get to it.
Shedd aquarium
I think Shedd probably knows what they are doing, so this has to be like some sort of "ancient chinese secret" that red devils colonies really work.
http://www.youtube.com/watch?v=8WoLq6IESjY
thats the link to a video, and this person had a wonderful shot of them on their webshots page.
http://www.flickr.com/photos/50297612@N00/505252414/
just click the last link if you have dial up so you can see the pic.
Well there you have it, red devil colony as close as possible to the wild. I think that is plenty of proof. It makes sense though. What better fish to add with another fish that pretty aggressive? The same fish. You always look for tankmates right around the same aggression as teh red devil when you house it with fish, so making a tank with just red devils seems to make enough sense.
At the petsmart nearby we had tons of red devils in a little tank. Some as big as 6-7 inches and some as small as 1-2. The big ones never even attacked the small ones, only the ones of similar size. Theres always a dominant one, but then theres tons of others just swimming around, and this was in no more than a 30 gallon tank.