I would like to focus my answer on one of the problems mentioned by others: namely that <PERSON> has an overwhelmingly high probability of being born poor.
The answer to this is simple. By being born with all the knowledge of all his previous incarnations, all that is necessary to bypass this problem is to have one lifetime in which he amasses enough wealth to control an organization of people, such as a corporation, which he founds. And with multiple lives of experience this ability to amass wealth should increase, as all the trial and error in previous lives is carried forward each time.
The organization will be laid out with stipulations of how his succession works. Nobody need know anything of <PERSON>'s secret, and nobody need know all the pieces of the puzzle, ensuring that only his reincarnated self can claim the lead next. 950
Furthermore, <PERSON> can have "decoy" successors whose appearances are not well known, to give the appearance that he is grooming his replacement among a list of potential candidates, to eliminate any suspicion of some unknown suddenly showing up. And furthermore, precautions can be take to deal with the fact that after <PERSON>'s death there may be a delay of 18 years or more before his next self takes over. There may in fact be layers of protocols involved by which other people act as trustees or temporary stewards of various aspects of the organization until all the pieces for the next true successor fall into place.
Now when <PERSON> is reborn, there is naturally the annoyance of having to wait 18 years to reclaim his organization. But no matter where <PERSON> is born, in what conditions, if <PERSON> has any kind of cleverness he will realize that he can just play dumb, not letting on to his real nature, and wait for the opportunity to make his way across the world to wherever his base is. I would argue this is totally doable for any person in the world - given the clear goal and payoff in sight - no matter what their situation and upbringing - one can play along with their environment for the first 15-16 years, there are many ways they can find to make a one-time relocation to another place in the world, whether it is joining a merchant marine, or stowing away, or even just hiking if on the same continent.
Once <PERSON> is able to grow his organization enough, then it is a simple matter of building more bases, one on each continent at least, so that he can eliminate the need to cross an ocean at the start of every life time.
To summarize, the key pieces are:
* accumulation of wealth and self-succession: <PERSON> has to use his knowledge to gain some kind of competitive advantage which will allow him to set himself up to retain what he has worked for over all his lives.
* secrecy: nobody knows <PERSON>'s secret, and what they do need to know is distributed so that no one person or even group of people that know each other could get together to take over 950