Ahead of the FIFA World Cup 2026, an observation suggests itself that may initially appear to be merely an illustrative metaphor, but on closer inspection reveals deeper structural parallels: the construction of a successful football team follows principles that remarkably resemble those of systematic investing. This article develops the thesis that a football team can be understood as an AIsupported, multi-factor portfolio. Individual players and playing positions correspond to clearly identifiable risk premia such as Value, Quality or Momentum. What matters is less the brilliance of the individual player than the coherent combination of these factors. World Cups are rarely decided by isolated individual performances, but by systems that remain functional under pressure. Against this background, our multi-factor and AI models were applied to the outcome of the tournament-with a remarkably clear result.