There must be some information content left in stock price time series data, as evidenced e.g. by the price Momentum factor [1], which was been replicated in a number of studies (e.g. [2]), observable over the last couple of decades.
[1] https://en.wikipedia.org/wiki/Momentum_investing
[2] https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2961979
A few months ago I tried to evaluate autoregressive behavior in stock returns. To my surprise it seemed strong on some periods, but then weak on others [1], and as you said not reliable enough to rely on.
My impression is that a lot more information aggregation and processing is required to obtain a sustainable edge worth tranding on than what a single developer can achieve in his/her spare time.
Top investment shops have dedicated teams of sw engineers just to deal with the infrastructure that support their data pipelines, financial model backtesting and deployment.
[1] https://thomasvilhena.com/2020/01/likelihood-of-autoregressi...