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The only other rule in this game is that you cannot move in and out of stocks.

In other words, you've rigged the game with artificial rules that don't apply in the real world.

It's because they're only trying to prove a single thing:

At scale, perpetually buying into a stock across a period beats mass buying into a stock at any one point in a period where future results are unknown.

That's it. That's all they're proving.