MarkStrat – how well are you really doing?

You are first in Share Price Index (SPI), you feel pretty good, other teams haven’t quite got the hang of the simulation yet, or maybe you are trailing in SPI, but you don’t know what else you could be doing, how well are your really doing?

Looking at a number of simulations and teams’ SPI over each time and finding the mean and standard deviation at each period, an approximate for how well you are performing can be found.

1 standard deviation is 68.3% of the sample falls within, 2 standard deviation is 95.4% and 3 standard deviation is 99.7%