Index doesn't go up. Individual stocks do. I mean a small section of the stocks within the index contribute to most returns. This is of course different in a bull market where lots of them go up at once. But even in choppy and bear markets, its a small section of stocks that do most of the upward movement.

You need to study index carefully, like pick each stock and study it. You will see Buffet isn't exactly investing outside the index, his investments come from inside the index.

You are not looking for needle in a haystack here. More like a thick loaf from a pound of bread. If you squint enough, you find them.