...and yet "investors" keep "investing."  The thing about "subconsciously want[ing]" something is, by definition, there is no conscious acknowledgement.

An analogy would be a woman in a string of abusive relationships.
If she is asked whether she enjoys being abused, the answer is likely to be "no."  If the interviewer presses the issue, she is likely to become defencive, offering pseudo-plausible rationalisations for her "run of bad luck."  Pressed further, she will become hostile and begin justifying her abuser.
Notice any parallels?