But any time you stray from a traditional index approach, you open yourself up to potential problems. (moneysense.ca)
And if you are really smart and could generate alpha, but go for a passive indexing approach because that strategy sounded more convincing it's also proof that investing is hard (unless of course it's a conscious decision but you, for example, go for indexing because you have a lack of time or interest in investing). (alphavulture.com)