Stocks desensitized to overall market direction

This is a more general question, unrelated to specific stocks. I’ve seen two or more small caps that have existed for like 10-15 years. But still in the small-cap segment. Despite good EPS growth, many stocks somehow retain or perhaps value their tight revenue control/growth.

I am starting to think that such small-caps tend to get led by the overall market index. Essentially, retaining independence while having long public market exposure has some price to pay. And that's submission to overall market direction. Please correct me if I'm wrong.

I majorly do trading, and in here it’s best to define your stakes. But I think it’s equally important to gradually tend to your profit predictions (despite your market predictions). So I think it's best to learn the skill of making money despite market direction. In other words, somewhat like riding along with high-beta stocks in an uptrend while choosing 'some other' stocks during a bad breath.

I’m curious if you face this dilemma of whether or not to choose stocks to remain desensitized by market conditions. And how you put forth conditions to screen 'some other' stocks.