One of the advantages of being a lone gunman is one leaves very little evidence in one's wake. This leaves a lot of room for speculation, and because it's based on very little evidence, can become very creative.
Lee Harvey Oswald acted alone and since he did not live long enough to explain his motives, we are left to fill in the blanks. Oswald owned the murder weapon, he was in the building from which the weapon was fired, and he fled the scene, only to commit another murder. It's all circumstantial evidence, but too much circumstance to be ignored.
Of course, it's possible all of this was fabricated and Oswald was, as he claimed, "a patsy". A conspiracy which took advantage of the fact Oswald bought an Italian rifle through the mail and happened to work in the Texas School Book Depository, would require the work of many people, which violates the "Lone Gunman" rule. A conspiracy, by definition, requires accomplices and each accomplice leaves their own trail of evidence.
The problem with secret conspiracies is always the future, which is to say after the objective is met. What do the conspirators do? Each of them faces the possibility of being betrayed by another. There would have been expenses, which would have been covered by some generous source, but how long does that continue?
