I was really hoping to enter that contest with an entry that just used rand to flip a coin and invest. Never had the time unfortunately, but would still love to see how a completely random strategy compares to some of the algorithms.
While coin tossing in and of itself is random, the manner in which you use it is not. So at the end of the day, your 'completely random strategy' may not actually be all that random... Just something to think about.