The challenge does not offer disk space for your bot to save data so it has to start from scratch every match (unless you supply it with a lot of offline training data).
There has been talk among the developers of the challenge of offering disk space in on of the future challenges.
An alternative would be to allow bots to connect to an external server maintained by the bot author to get the latest strategy, and dump match history for analysis.
This would be neat to do, but it introduces a number of additional implications. For instance, the scheduler must be considerably more fair in match allocation as this then has a huge impact on bot performance. It might also mean that newbie bots get trounced by more experienced bots so quickly that they don't learn much from the experience.
Not an easy problem, but perhaps a worthwhile one.