as for messing with the big stocks its pretty clear you should buy a bunch and hold or do the index funds. both methods should return close rewards over a long time.

with small stocks you can certainly beat the market if you can identify things missed or not known by others. rmember that smaller stocks may not be covered by analyists and so little is really known to the general public. and as ive seen over the years most insiders dont know much themselves. except when there is alot of big insider selling on some stocks you can confidently bail out and then short them.