It's all just Hali B from here on out.
Sorry I was so glib in my first response. The issue with Olympia is that it simply cannot win by just executing its own plan. It ALSO has to significantly disrupt its opponents plans. That requires a little luck for card order and intelligent neighbors. With that said, there's a few ways you can approach it.
Side A: A lot of people hate side A, but I'm not completely against it. In 3P, the current Arena configuration, you can wreak havoc by discarding resources. Both Gizah and Rhodes are easy targets for this, but a science-heavy Babylon playing side B will also be vulnerable. If you toss the double resource in age 2 that they need, life gets extremely difficult. For general play, if you can completely negate one of the brown resources, you'll be likely to get more value from your wonder stages.
Side B: Play all of the brown, yellow, and red, get your high value blue and purple for free in age 3. This one is a bit spottier, but it is at least fun to completely disrupt the normal economics.
In either side, your goal with Olympia should be pure disruption of your opponents normal tactics, AND you must dominate war. The second part isn't super hard since Olympia resources (clay and ore) lend themselves well, but if you face Rhodes you should also try to take out their wonder stages. If you nab two of the three red's in age 2, you'll almost certainly be ahead in war going to age 3. Then you simply add one red in age 3 and have a solid 8 shields, netting you 10 more points for one card purchase most of the time.
Olympia hitting full war and wonder stages nets 28 points already. You can get 30 more points with blues, yellows, and purples, and 58 will be competitive in a lot of games.