Stock Forecasting With Machine Learning - Pop-Quiz

A few years back, I decided that machine learning algorithms could be designed to forecast the next day's Open, High Low, Close for the SP500 index.   Armed with that information, it would be a cinch to make $Millions !

The following chart shows the initial design of the Neural Network:




As it turns out, this ML model did not work.  In fact, this approach is completely wrong !  Can you think this through and come up with reasons why ?

(Note: This slide was taken from a recent presentation entitled "Building Effective Machine Learning Applications").