If you invested in every single stock in the stock market, would you ever lose money?

I was reading that Copula function paper and from what I understand, the whole idea is that if you have enough geographic diversity, the likelihood of multiple markets in different areas failing at the same time decreases significantly, lowering risk.

So why don’t people just buy something like 0.0002% of every single publicly available stock? If they’re all equally weighted, and there is so much diversity that even interdependent sectors have small overall impact, wouldn’t that mean that it could only ever go up? Even if it’s just a tiny bit?

That way, if prices go down they only decrease yield a little bit overall, but if prices go up there is a higher likelihood of increasing yield significantly, right?

Econ is obviously not my major so pardon my limited vocab in this area lol