Can LSTM WT SAE get us to 82.5% annual returns on the Dow?

I've spent a majority of my adult life in investing. Recently I became more interested in approaching the topic from a quantitative angle. The promise of automating an investment approach whilst I sit on a beach sipping sangria's was all too compelling to ignore. With Sir Isaac's expression in my mind I thought what better place to start than existing research papers. I thought hopefully they'll give me some unique knowledge that I can build up on when I write my own strategies.