Exactly. A lot of academics seem to not get the fundamental problem: You don't know the future.

You don't know what Trump is going to say 2 hours from now. You don't know what natural disaster is going to happen tomorrow. You don't know what war is going to break out next month.

NOTHING in your past data contains anything that can tell you these events are going to happen.

Now markets may have idiosyncratic residuals from momentum and reversion effects that you can quantitatively model and profit from, and that's a tradeable signal, but the way you do that is realizing that a certain coin is slightly biased and trade it a million times, averaging out the news shocks and recovering the residual idiosyncratic bias that you found.

Trying to forecast actual prices beyond ultra-short horizons is trying to predict those shocks, which is a fool's errand. You have a system with a signal to noise ratio of 1:100, and you're effectively trying to predict the noise instead of the signal.