Base on your response, I don't think you understand the differences between physical and metaphysical evidence 
It requires no belief or speculation on my part to acknowledge that direct evidence connecting LHO to the crime scene doesn't exist or has never been found.
Marina’s testimony is direct evidence (per the definition in the instructions to the jury that have already been posted in this thread) that LHO confessed to her to taking a shot at Walker on the night of the incident. Marina is an eyewitness to LHO’s confession. The physical evidence supports Marina’s testimony.
The bullet recovered from Walker’s house is direct probative evidence connecting LHO to the crime scene. The experts say that it is completely consistent with a Carcano bullet fired from the rifle found on the sixth floor. And that there are five identifying marks on that bullet that match that specific rifle. Eight identifying marks are what the FBI standards are, but the New York standards only require five identifying marks to exclude all other firearms in the world. The FBI experts therefore state that it very likely came from that rifle. Combine the probabilities of all the evidence (as a jury is required to do). LHO’s confession, the note, Marina’s testimony, the bullet, the photos of Walker’s house, etc. There is no reasonable doubt (aka: evidence that LHO was not at the scene). And a jury is required to make their conclusions based on the evidence, they are not allowed to consider conjecture. The verdict should be guilty without question.