For me, the best proof that magic does indeed work in a sense, is the Pulitzer prize photo of the burning monk from Tibet, and in general the self-immolating budhists.

It's a proof that once you get your subconsious under reins, you can affect your life to an extreme degree. Budhists learn to do it through sheer training and willpower, western magic does it through rituals, belief and symbols, but I think the goal (and the mechanism that makes it work) is the same.

Of course, it means that it's limited just to things you can reasonably affect, so no i.e cursing people.

But, if a ritual nudges your subconscious to i.e. make you study more instead of procrastrinating and you thus pass the test, it did work after all. It's just not as flashy as people expect.

This is my theory about how it works, and at least for me it makes sense. Plus, it's fun!