Methodology

A contest ranks players by the return of their portfolio over the contest window. Each entry starts at a notional $100,000 split across the picks by allocation. Returns are computed from official price snapshots taken at the lock and at settlement.

Ranking is relative: you don't need every pick to rise, you need to outperform the rest of the field. Ties are broken by the earliest entry. Prices come from the same snapshot source for all players, so the field is scored on identical data.

Skill is tracked with a multiplayer ELO rating that updates after every settled contest. An N-player contest is treated as every pairwise matchup: you gain points for finishing ahead of opponents and lose points for finishing behind, scaled by how strong those opponents were.

Normalizing by N − 1 means a big contest doesn't swing your rating more than a head-to-head. Ratings are clamped to 400–2400. Each contest is settled exactly once (idempotent), so re-scoring never double-counts.

Your rating maps to a visible division:

Global rank orders all rated players by rating. Percentile is the share of rated players you sit at or above — "top 5%" means only 5% of rated players have a higher rating. Bots may join contests to make the field competitive, and they count in the ELO math, but they are excluded from the human rankings.

The Trader Profile measures skill relative to the field, not just raw return — the same idea as risk-adjusted performance in professional money management.

• Alpha vs Field — your average return minus the average return of everyone else in the same contests. Positive alpha means you beat the people who played the exact same conditions.
• Contrarian Alpha — your alpha specifically on picks that were not popular with the field, isolating independent edge from consensus.
• Conviction Edge — whether your higher-allocation picks outperform your lower-allocation ones, i.e. is your sizing informative.
• Risk-Adjusted Return — return per unit of volatility across contests, in the spirit of the Sharpe ratio (return ÷ standard deviation of returns).

Metrics appear only once you have enough contests for the number to be meaningful.

On your profile, each saved portfolio is backtested over a window by splitting a notional $100 across its weights and tracking it on real daily closes, rebased to the window's first close.

Benchmarks SPY (S&P 500) and QQQ (Nasdaq-100) are rebased the same way over the same window, so the "vs S&P" figure is a like-for-like comparison. This is a hypothetical model-portfolio backtest, independent of when (or whether) the portfolio was entered into a contest.

The in-game coach reads your activity (entries, adds, trims, dumps, rebalances) and flags heuristic good- and bad-practice patterns — e.g. overtrading, cutting losers, chasing. Where a move involves a symbol with recent news, a market catalyst is attached for context. These are educational signals derived from your own behavior, not predictions or recommendations.

Prices come from third-party market-data providers and official contest snapshots. Contests are simulated: no real securities are bought or sold and portfolios use notional balances. Nothing on StockPrince is investment advice, and past performance — simulated or otherwise — does not predict future results. Metrics and formulas may be refined over time; material changes will be reflected on this page.