Epiphany

I've been listening to The Snowball: Warren Buffett and the Business of Life lately and I had an epiphany when it came to discussing the efficient market hypothesis. While it may be difficult to beat the market average, what if I don't want to? Everyone is focused on gaining money. However if markets really are rational and efficient and everything drives toward the average, not only can you not beat the market it must also be difficult to loose money or hold steady. It is a fact that things average out. It is also a fact that losers must be offset by winners, otherwise the average is misstated.
I wonder if it's worthwhile to try to develop some sort of philosophy about the investment market rather than just view my little corner of it.