Sorry can't take credit for the title to this blog, it belongs to Investment Guru Charles D. Ellis and is the title to one of the best books on investing ever written.
That book squares up pretty well with one of my favorite blog posts that came up on todays read list. "Why Can't "Winning" Active Managers Keep on Winning"
If you invest, no matter if you invest on your own for your own account, or you have an advisor, banker or insurance broker that invests for you, both of these pieces should be a must read and for good reason.
The quest to find a strategy or person that will beat the market is a failed attempt from the start. Frankly, if you're investing for yourself, I'd question that as a strategy as well. If the typical mutual fund manager, with almost unlimited funds and access to data and research the likes of which you'll never see as an individual investor can't consistently beat the market, the fact that you're going to based on data you cobble together when you're not doing your day job seems pretty unlikely frankly. I mean seriously, look at the math.
The good news is that if you're investing for yourself you won't fire yourself and you'll make obtuse excuses for your failure, one of which is that at least you're not paying for the losses. But you are actually paying for it, sure, it's a debit to your net worth that you'll never actually calculate and good thing because that number would make you sick.
There are more proven methodologies you just have to find them.