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This case is built as a 'role play' setup in which students participate to a trading contest. As a first task, the case requires students to implement the Moving Average Convergence/Divergence (MACD) trading strategy and test the luck effect as well as data snooping bias by conducting a bootstrap analysis in MS Excel. The case is presented under the form of a personalized email sent by the trading game manager (the instructor) who responds to the selected participant to the trading game (the student). Students work alone on the case and have access to the internet to search for solutions whenever they need it. They can also request the help of the instructor.