You asked for evidence backing up the statement "People whose day job is to predict this stuff can't even make good predictions". Managers of active mutual funds are exactly these people. The fact that they can't beat the market is clear evidence they can't make good predictions.

Of course you could say "well, the good managers beat the market, even though on average they don't". But you could also say that the few people who correctly predict three coin flips in a row are "good at predicting coin flips" - it's easy to say this in retrospect but impossible to predict who the "good ones" are upfront.