Russell 2000 Downtrend Replay (1988-07-15 to 1988-11-22)
Replay the 1988 Russell 2000 downtrend across 150 daily bars, where the index climbed only 3.9% peak-to-trough. Step through each session, face four critical decision points, and receive an AI coach review of your simulated educational choices.
150 daily bars · 11 decision points · 1988-06 to 1989-01 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 7.6% and a 6.1% run-up.
- Max drawdown
- −7.6%
- Max run-up
- +6.1%
- Duration
- 216 days
- Largest single-day move
- −1.4%
- Bars
- 150 Daily bars
- Decision points
- 11
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 mid-1988 presented a challenging environment for market participants tracking small-cap U.S. equities. The index, spanning 150 trading sessions from June 1988 to early January 1989, navigated a period marked by underlying uncertainty that would test the conviction and risk management of even seasoned traders. What appeared deceptively simple on the surface — a modest upward trajectory — concealed a correction phase that demanded constant vigilance and adaptive decision-making.
The headline close of 148.39 represented only a 3.9% gain from the opening level of 142.8, yet this benign aggregate figure obscured considerable turbulence. The maximum drawdown reached 7.6%, while the largest single session moved 1.4% — swings that could rapidly erode positions or present fleeting opportunities. Against this backdrop of contained volatility, eleven decision points emerged across the period, four of which the replay designates as critical junctures where strategic choices carried heightened consequence.
This scenario distills several enduring lessons for decision training. First, process matters more than outcome: navigating the 7.6% drawdown required maintaining discipline rather than reacting to each 1.4% swing. Second, risk management in corrections demands sizing decisions that account for aggregate drawdown, not merely daily fluctuations. Third, the psychology of trading within a narrow range — where 3.9% separates the opening from the close — tests whether participants can sustain conviction when progress appears minimal and losses accumulate. The four critical moments offer concentrated practice in holding composure when the margin between success and setback narrows.
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