Russell 2000 Uptrend Replay (1987-12-07 to 1988-01-07)
Replay 44 daily bars of the Russell 2000 between November 1987 and January 1988, including an 8.8% drawdown phase. You step through each session, tackle decision points, and receive an AI coach review of your simulated trades.
44 daily bars · 8 decision points · 1987-11 to 1988-01 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 8.8% and a 20.3% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +20.3%
- Duration
- 64 days
- Largest single-day move
- −3.4%
- Bars
- 44 Daily bars
- Decision points
- 8
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The Russell 2000 in late 1987 carried the heavy imprint of the October crash, and this replay opens in mid-November with the index still searching for direction. Small-cap stocks had been whipsawed by one of the sharpest single-month declines on record, leaving sentiment fragile and volatility elevated. Forty-four daily bars stand between the opening session and late January 1988, a window in which traders, portfolio managers, and observers were weighing whether a nascent rebound was genuine or merely a bear-market pause. With small-caps so central to the U.S. growth narrative, the period offers a vivid backdrop for studying how decisions are made when confidence is rebuilding but the memory of large losses is still fresh.
Over those 44 sessions the index traveled from a close of 116.69 to 121.63, a net gain of 4.2%, a modest advance that concealed plenty of turbulence underneath. The path included a maximum drawdown of 8.8%, reminding participants that even within an uptrend, small-caps can deliver sharp counter-trend swings. The largest single-bar move reached 3.4%, underscoring that day-to-day positioning, not just directional bias, drove the experience. Across the replay, eight decision points are presented, three of them flagged as critical, forcing trainees to weigh entries, exits, and holding periods against a backdrop where the headline number belies the underlying volatility.
For decision training, the replay highlights three disciplines worth practicing. First, drawdown framing: an 8.8% midpoint pullback inside a 4.2% net climb shows that path risk matters as much as endpoint reward, so sizing and stop logic must be planned before entry. Second, single-bar sensitivity: a 3.4% move in a single session means intraday and overnight exposure carry outsized influence, rewarding disciplined execution and pre-committed rules. Third, decision under uncertainty: with only a subset of decision points marked critical, trainees must calibrate which junctures deserve their full attention, reinforcing selective attention and the psychological habit of slowing down where the stakes are highest.