statistical physics, otoh, is slightly more sophisticated than the median human so some experts have indeed made money building related models
(Spoiler: most PhD level machine learning quant trading funds do not make money. Marcos Lopez de Prado can explain why that is the case: they accidentally invest in false discoveries. It's so pervasive that I often argue it's a numerical analytic proof for EMH. Most quant funds you've heard of are engaged in high-frequency market making, they provide liquidity by continuously quoting prices and earning the bid-ask spread with limited directional risk. It's not behavior forecasting. Something like order flow toxicity has predictive ability for like a few milliseconds.)
Something like this does not work: https://www.tradingview.com/v/9Ut0yL2p/
Even if it has a good p-hacked backtest with some parameters, it's not going to work in practice. It's just a novelty by/for academics.
If there was any fixed analytic solution to behavior then a simple neural network would approximate it quite easily. It's almost all noise with only spurious correlations and misleading patterns that don't repeat.