Look to the past and you will see that the best-performing strategies over almost any longish period of time are value, momentum and small-caps. Take value. In his book Deep Value Investing (to which I wrote the foreword) Jeroen Bos chucks out some numbers.
If you had put $10,000 into high price-earnings stocks at the beginning of the 52 years leading up to 2003 you would have had $793,558 by 2003. Sounds good. But had you put it into low price/earnings stocks instead you would have had $8.1m. Much better.