Why should you not try to outplay the market? What does that mean?

Sounds like active management and trying to time the market, which results have shown that it's not wise

I think it means trying to gun for higher returns than market indices such as S&P500 by managing your portfolio/choosing your own stocks. When I saw something along this line, it was making a point that active fund managers who you have to pay more for actually perform subpar to passive index ETFs which are low cost.