I would not actually suggest this as a strategy, since you almost certainly won't beat the market. Again, dumb luck. 75% of my investments are in index funds. If you're investing solely for returns, they should be substantially 100% of your equity allocation. (My last 25% is my concession to a deep-seated desire to play WoW with real money.)
As an alternative, "invest in the CEOs you like". One of my fathers better investments was in Rolls Royce, which was based on a chance encounter with the then CEO on a bridge in London watching rowing.