no llm are bad at predicting market : https://www.zerve.ai/blog/llms-in-quantitative-research And I'm pretty sure it is not a human problem, a lot of fund, and intelligent people inside those, must have tried to make very advanced llm predict stock market for them. And if some succeeded (even remotely) the llm makers would have loved to publicize those.
Quantitative model, usually use average and long term strategy, using data in the marked to anticipate how the marked would move next. High volatility move.. are just things outside of the market moving it weirdly. Models can not predict nor anticipate those. It would be like predicting a terrorist attack, or something unusual.
Aside: High intensity trading is not a strategy, it is just a computer market maker : using known bid and ask and matching them fast, and catching a few fraction of cents every time, but doing it all the time. No prediction in that.