Fantasy Finance

I've been playing the Fantasy Finance game on Yahoo Finance sponsored by Ameritrade. The rules are simple - start with 100k in play money, buy publicly traded securities traded on the big exchanges, make the most play money in 12 weeks, win $5000, and Ameritrade reaches a large group of potential customers. Easy? Right... I started in the middle of week 3 with $100000 in play money a proceeded to lose money climbing into the 40th percentile with a fairly conservative strategy. So how am I doing? I've lost money - I would have done better with just the 100k and the $100 per trading day you can earn by answering questions about market history. I'm in the 122 percentile. I've done better than most of the other players 60% of the time. I've done better than the S&P 17 times or 40% of the time. So short answer - I can beat most aggressive day traders. I can't beat the market. I should probably invest in an index fund and move on.