This paper presents an application of optimization modeling to win a popular cycling game. The application involves real-life data of today's cyclists and challenges the students because of the competition aspect. Since the developed optimization model contains features of knapsack problems, multiperiod problems and integer programming modeling, it is perfectly suited as a concluding case study in an undergraduate operations research/management science course. Moreover, the application also sharpens the understanding of the working of stock exchange markets and is, therefore, also interesting for finance courses. The application was originally developed for an MBA operations research course focusing on spreadsheet modeling skills, but it can also be used in courses that focus on algebraic modeling of optimization problems.