Free Organizer Toolkit for Stock Market Competitions

📋 [YOUR COLLEGE NAME] STOCK MARKET CHAMPIONSHIP — OFFICIAL RULEBOOK

Section 1 — Overview

The [Event Name] is a virtual paper trading competition hosted by [College/Club Name]. All participants will trade using simulated virtual capital on real-time NSE and BSE market data via the Arthhwise paper trading platform. No real money is involved at any stage.

Section 2 — Participation Eligibility

• Open to all students of [College Name] holding a valid student ID.
• Each participant must register individually using their college email ID.
• Teams of [1 / 2] participants per entry. (Choose one.)
• Registration deadline: [Date]. No late registrations will be accepted.

Section 3 — Competition Format

• Duration: [X] trading days, from [Start Date] to [End Date].
• Trading window: 9:15 AM to 3:30 PM IST (NSE market hours) on each trading day.
• Starting virtual capital: ₹10,00,000 (Ten Lakh) per participant.
• Permitted instruments: [Equity Intraday / F&O / Crypto — choose applicable].
• Short selling: [Allowed / Not Allowed].
• Maximum position size per trade: [₹X or X% of portfolio — optional].

Section 4 — Scoring & Rankings

• Rankings are determined by Net Portfolio Return % at competition close.
• Formula: (Final Portfolio Value − ₹10,00,000) ÷ ₹10,00,000 × 100
• In case of a tie in Return %, the participant with the higher Trade Win Rate (profitable trades ÷ total trades) will be ranked higher.
• Further ties will be broken by lower Maximum Drawdown (peak-to-trough portfolio drop).
• The live leaderboard will update automatically during market hours.

Section 5 — Prohibited Conduct

• Creating multiple accounts to gain unfair advantage.
• Sharing login credentials with other participants.
• Using automated bots or scripts to place trades.
• Any form of coordination to artificially inflate or deflate leaderboard rankings.

Violation of any rule will result in immediate disqualification. The decision of the organizing committee is final and binding.

Section 6 — Prizes & Certificates

• 1st Place: [Prize description]
• 2nd Place: [Prize description]
• 3rd Place: [Prize description]
• All registered participants will receive a digital Certificate of Participation issued by [College Name] and Arthhwise.
• Top 3 winners receive a co-branded Winner Certificate with their rank, return %, and event details.

Section 7 — Disclaimer

This is a simulated paper trading competition. No real financial transactions are made. Results in this competition do not guarantee or predict real-world investment outcomes. Arthhwise and [College Name] are not responsible for any financial decisions made by participants outside this platform.

Why Pure Return % is a Flawed Scoring Method

Ranking only by total return % rewards participants who got lucky with a single all-in bet rather than those who built a well-managed, diversified portfolio. A student who put 100% of their ₹10L into one penny stock and got a 50% return on it shouldn't rank above a student who carefully traded 10 different positions and achieved a consistent 35% return.

Risk-adjusted scoring solves this by rewarding return per unit of risk taken.

Method 1 — Simple Composite Scoring (Recommended for Beginners)

Use a weighted composite of three metrics to create the final score:

• Net Return %: Overall portfolio gain from ₹10L starting capital.
• Win Rate %: Percentage of trades that were profitable (closed at a gain).
• Max Drawdown %: The largest peak-to-trough drop in portfolio value during the event.

Method 2 — Simplified Sharpe Ratio (For Advanced Events)

The Sharpe Ratio measures excess return per unit of risk (volatility). A higher Sharpe Ratio means better risk-adjusted performance.

(In a virtual trading context, the risk-free rate is set to 0% since no real money is at stake. A Sharpe Ratio above 1.0 is considered good; above 2.0 is excellent.)