To answer your original question: There is proof out there.
Here is a paper from the Federal Reserve Bank of St. Louis that might be worth a read. It has a lot of references to other publications that might help answer your question(s) about TA. You can probably read the whole article then research some of the other ones listed there to come up with a conclusion.
Below are some excerpts:
Abstract: This article introduces the subject of technical analysis in the foreign exchange market, with emphasis on its importance for questions of market efficiency. “Technicians” view their craft, the study of price patterns, as exploiting traders’ psychological regularities. The literature on technical analysis has established that simple technical trading rules on dollar exchange rates provided 15 years of positive, risk-adjusted returns during the 1970s and 80s before those returns were extinguished. More recently, more complex and less studied rules have produced
more modest returns for a similar length of time. Conventional explanations that rely on risk adjustment and/or central bank intervention do not plausibly justify the observed excess returns from following simple technical trading rules. Psychological biases, however, could contribute to the profitability of these rules. We view the observed pattern of excess returns to technical trading rules as being consistent with an adaptive markets view of the world.
The widespread use of technical analysis in foreign exchange (and
other) markets is puzzling because it implies that either traders are
irrationally making decisions on useless information or that past
prices contain useful information for trading. The latter
possibility would contradict the “efficient markets hypothesis,”
which holds that no trading strategy should be able to generate
unusual profits on publicly available information—such as past
prices—except by bearing unusual risk. And the observed level of
risk-adjusted profitability measures market (in)efficiency. Therefore
much research effort has been directed toward determining whether
technical analysis is indeed profitable or not. One of the earliest
studies, by Fama and Blume (1966), found no evidence that a particular
class of TTRs could earn abnormal profits in the stock market.
However, more recent research by Brock, Lakonishok and LeBaron (1992)
and Sullivan, Timmermann an d White (1999) has provided contrary
evidence. And many studies of the foreign exchange market have found
evidence that TTRs can generate persistent profits (Poole 6 (1967),
Dooley and Shafer (1984), Sweeney (1986), Levich and Thomas (1993),
Neely, Weller and Dittmar (1997), Gençay (1999), Lee, Gleason and
Mathur (2001) and Martin (2001)).