In Search of the Elusive Black Swan Hedge: One Idea Worth Trying

[Update below]

My approach to investing is heavily influenced by both traditional finance and behavioral finance. I believe that the markets are "weak form" efficient. That is to say it is near impossible to consistently have an "edge" due to information (of the legal kind) or other skills that would lead an investor to consistently outperform the relevant market index through stock picking and market timing.