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“I would have made a highly efficient criminal” [CHAS]  

Sherlock Holmes always sought the truth. As he reminded Watson, 
“How often have I said to you that when you have eliminated the impossible whatever remains, however improbable, must be the truth?” [SIGN]
He let data lead him where he needed to go, even if the conclusion was less than ideal. But he was careful about collecting that data:
“Circumstantial evidence is a very tricky thing,” answered Holmes thoughtfully. “It may seem to point very straight to one thing, but if you shift your own point of view a little, you may find it pointing in an equally uncompromising manner to something entirely different.” [BOSC]
Yet he would allow Scotland Yard and the official police force to follow their own misguided attempts at capturing criminals from time to time, almost intentionally misleading them.

In "Wisteria Lodge," he encouraged Inspector Baynes to “follow your path and I will follow mine,” and he allowed Lestrade to continue to pursue his theory of monomania in "The Six Napoleons." 

Why would he do this? For one, it allowed him an unfettered path to pursue his own inquiries. And for another, it kept them in his good graces, so they would continue to come to him for assistance.

In fact, our introduction to the official police in A Study in Scarlet gives it away:
“My dear fellow, what does it matter to me. Supposing I unravel the whole matter, you may be sure that Gregson, Lestrade, and Co. will pocket all the credit. That comes of being an unofficial personage.”

“But he begs you to help him.”

“Yes. He knows that I am his superior, and acknowledges it to me; but he would cut his tongue out before he would own it to any third person.”

Of course, at Baker Street Elementary, it began a little more nefariously...

Baker Street Elementary follows the original adventures of Sherlock Holmes and John Watson, as they and their friends work through the issues of elementary school in Victorian London. An archive of all previous episodes can be viewed at www.bakerstreetelementary.org.