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66 students battle market chaos, managing $1,000,000 virtual portfolios over 10 weeks

by Tony Moore

The Burgess Institute for the Global Economy recently celebrated the third annual Investment Competition, through which 66 students from diverse majors tested their mettle in a simulated trading arena amid a fall semester roiled by the Federal Reserve's first rate cut since the pandemic, an AI stock frenzy and sweeping tariffs upending global supply chains.

Over 10 weeks, participants managed $1 million virtual portfolios on a real-time platform, trading equities, fixed-income securities, derivatives and cryptocurrencies—while short-selling and margin trading fueled high-stakes plays. The top 10 participants all received gift cards of varying value.

The winner

Crowning the event, Will Single ’26 (international business & management, economics) claimed top honors with a jaw-dropping +111.5% holding-period return (HPR), demolishing the S&P 500's +0.52% benchmark. His approach? A savvy blend of trading commodities and high-growth stocks, powered by AI-driven analytics to spot opportunities, all while tracking global news and market trends for precise, data-backed timing.

“What I loved most about the competition was the chance to test different ideas and learn throughout the process,” says Single, who is the co-founder of Dickinson’s Real Estate Club. “I’m really thankful for the opportunity to participate and grateful for all the work behind the scenes that went into organizing the competition.”

Competition snapshot

This year, special rules added bite: unused cash decayed at a 2% inflation rate, penny stocks under $10 were off-limits, portfolios demanded at least four diverse assets and non-cash holdings had to top 80%. This setup sparked 2,114 trades across 101 securities, from Nvidia to Bitcoin, with a new forum enabling strategy swaps and peer connections, backed by faculty and alumni guidance.

The cohort's daily volatility averaged 2.2% (34.8% annualized)—triple the S&P's steadier 0.7% (11.2%), underscoring the risk-reward gamble. Finance-related majors edged out others (+1.3% vs. –5.2% HPR), thanks to coursework in accounting, finance and investments, while internships and soft skills from team sports proved equally potent for risk-adjusted success.

Special award winners

A cohort of standouts embodied diverse paths to excellence:

• Outstanding Female Investor: Camela Phung ’27 (quantitative economics, data analytics) (+1.8% HPR) balanced risk-aversion with opportunism, targeting "exploding" industries while hedging with safe assets, then exiting at preset targets.
• Outstanding First-Year Investor: Stephen Hamadeh ’29 (–0.7% HPR while navigating his already challenging first semester in college) rode the AI wave by buy-and-holding energy stocks, skimming WSJ articles for conviction without second-guessing.
• Innovation in Portfolio Strategy: Jennette Hoang ’28 (quantitative economics, data analytics) (+0.5% HPR) applied math-game logic to short-term momentum trading, enforcing strict time limits, model-driven position sizing and swift cuts for underperformers.
• Excellence in Risk Management: Anna Crealese ’27 (IB&M) (0.15% daily standard deviation, crushing the S&P's 0.70%) took a hands-off ETF approach spiked with high-return gold and silver trades.

In this "storm of opportunities," the competition proved that informed adaptability and discipline trump raw aggression—equipping a new crop of traders for the Wall Street arena.

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Published December 12, 2025