You're asking the wrong question. That's just one case where the computer doesn't understand the human side of things.
What you should be wondering is what are some cases where there is absolutely no advantage to using a computer. Look up the story of "George Soros breaks the bank of England." Or Hedge funds shorting Volkswagen when it was the most expensive stock in the world. Only to find out that Porsche owns 75% of it.
The problem is that introduces a discontinuity in the market, where past training data may not be relevant to future price movement. It's not enough not just to not break the rules, but you may have to understand the effect of the rule change on the market.
"Hey look, these bank stocks are showing amazing relative strength on an overall down day. I better load up!" is a possible erroneous conclusion.
What you should be wondering is what are some cases where there is absolutely no advantage to using a computer. Look up the story of "George Soros breaks the bank of England." Or Hedge funds shorting Volkswagen when it was the most expensive stock in the world. Only to find out that Porsche owns 75% of it.