This teaching brief describes a 30-minute game where student groups compete in-class in an introductory time-series forecasting exercise. The students are challenged to “beat the instructor” who competes using forecasting techniques that will be subsequently taught. All forecasts are graphed prior to revealing the randomly generated actual demand. Experiential learning and forecasting exercises are reviewed before detailing how the game is administered and debriefed. Student survey results (n = 247) provide evidence of teaching effectiveness, including that 78% of students said that playing the game increased their interest in learning the forecasting techniques that were used by the instructor.