If it's so easy why not to identify directly which stocks to invest in?
If you can predict which investors will perform well, then just try to predict which stocks will perform well directly.
It is not easy. Both to set-up, and the problem itself (you won't get a very high accuracy, but you will get much better than random guessing).
> If you can predict which investors will perform well, then just try to predict which stocks will perform well directly.
This won't work, because you don't have access to all the information that the stock pickers have access to, just their advice, and some features about the stock / the company the stock pickers work for.