
Differences in Play by Limit
Everybody wants to move up, so they can win more money! But how does the game change as you move up?
Let's take a look, using some of my PokerTracker data:
 The first table shows statistics for the average player at a given level (the median player in the database).
 The second table shows statistics for the winning players at a given level (the average of the grouping of top 25% of the winningest players)
 Then we draw some conclusions based on what we've seen.
Average players by level

Data for levels .51 and 24 is based on players having at least 30 hands, and has 167 and 330 players respectively.
Data for levels 36 thru 2040 is based on players having at least 80 hands, and has 716, 214, 736 and 169 players respectively.
Winningest players by level

Data for levels .51 and 24 is based on players having at least 30 hands, and has 167 and 330 players respectively.
Data for levels 36 thru 2040 is based on players having at least 80 hands, and has 716, 214, 736 and 169 players respectively.
So what does it mean?
Here are the conclusions I draw from this:
To start with, you need a caveat. This is not really enough data to draw solid firm conclusions off of. The data at $36 and $1020 is the most solid with over 700 players, but all the other levels have somewhat limited numbers of players. However, having said that, you can still draw some decent conclusions as this is not about having totally complete statistical validity, but instead is about being more right than wrong.
For Winning Players
 The Winning player's VPIP tighens up a chunk as he moves up to 24 and again to 36, but after that it is fairly stable. I think your opponents have figured out what good starting hands are by the $36 level but not before. So expect tightnesslooseness to stabilize once you hit 36.
 The Winning player's PFR gets continually higher, as play continues to get aggressive at higher limits. So expect increased preflop aggression as you move up, at every level.
 The Winning player's Flop thru River Aggression Factor get continually higher at higher limits. So expect increased postflop aggression as you move up, at every level.
 Won When Saw Flop is a bit mixed by level. There are probably a few factors at play here: a) as play gets tighter, the proportion of BB/SB hands in the mix goes up, b) as play gets more aggressive, it is more likely that people will be folding, meaning that the winning hand will have fewer opponent it must beat. So there doesn't appear to be much of a story at different levels, but it does provide a good benchmark for your expectations: you should make money around 40% of the time once you've seen the flop.
 Went to Showdown is a bit mixed by level. The main takeaway is that your average opponent will probably continue from the flop to the river just less than half of the time. So if you've got 2 or 3 opponents, the chances they all fold are pretty slim.
 Won at Showdown is a bit mixed by level. But that is also a big misleading, as we've seen play get tighter and more aggressive at higher levels, so the fact that people are still winning with 68% of hands at 1020 means that people are evaluating their hands much better. And again the raw numbers means the top players will be winning $ at just over 2 out of 3 hands at Showdown.
 Conclusion: the levels of aggression is by far the biggest factor separating play at different levels. And the biggest jumps on aggression are from the the 1020 game to the 2040 game. It really is a totally different game.
For the Differences between Winning and Average Players
 VPIP goes up somewhat for winning players, but I think that is somewhat misleading. They probably just have better cards
 Aggression goes up dramatically for the winning players on every street. It is particularly pronounced at the lower limits. Some of this I would expect, as the winning players should have better cards, all things equal. But aggression get others to fold, and gets more money in the pot with good hands, so it should be correlated with win rates anyway.
 Went to Showdown doesn't go up all that much from Average to Winning Players. But it should. If winning players have better cards and everyone evaluated their cards the same, you should see the same signficant differences by level. Since you don't, this likely means the average players are going to showdown far too much. But that isn't too surprising  the average players are calling too much.
 Won When Saw Flop and Won at Showdown both go up moderate amounts for winning players. Again, not too surprising since to be a winning player you need to win money at the showdowns  where most hands end up.
 Probably the most important takeaway from this is realizing that over time, card distribution will even out, and then you're just looking at the net numbers players have. So the most valuable learning from this is likely from being able to look at someone's numbers and roughly judge how good they are  in other words, use this for table selection.