I did work with a guy when I was trading power who used it to try and predict the day ahead settlement prices. He certainly had some success, but it is no straight forward process. He had to set up and optimise many things of which I do not have the details before he was happy to start making predictions. He still uses it today however.
To be success trading with Neuroshell or other software, it requires very strong effort. I just post some idea how to start using Neuroshell (see my comment in other Neuroshell trade, started by Burney). It will be your subjective judgment is it easy or not.
Does it works?
it will depends on our effort to define a good trading strategy or prediction, by learning or discussion with other users.