Much of this is noise; the so-called primary factors are only conditional levers.
The behavior of power law returns is not a universal truth without nuance, but rather an effect that manifests under certain market conditions.
In Canada, for example, the dominance of pension funds and the more conservative nature of their allocations can limit the expression of these extreme power laws, favoring more mature and stable investments.
In this context, investment discipline and portfolio diversification become more tangible and controllable strategies than simply chasing the next "unicorn".