As for the stock market, there are scientific studies (they are possible since the entire trading history is available) that show that shorting on average is unprofitable and buying is profitable.
Can you share the links to the studies, or where did you get that information? Because I've encountered the opposite: that short selling, though very risky, is more profitable. You just have to be an experienced enough trader. Of course, for a newbie, who doesn't yet see how the stock market functions and some general tendencies, can't expect certain price values it must be difficult, but is it unprofitable for the skilled traders as well?
Sorry, I cannot provide you with links as I read these studies in my native language (this is not English), but I think such information can be easily found through a search. On the other hand, how can you doubt this if it is very simple to open the chart and see that historically the market index is only growing? Despite temporary pullbacks.