Russell 2000 Downtrend Replay (1994-09-16 to 1994-12-09)
Replay a 9.5% Russell 2000 correction across 120 daily bars from 1994 to early 1995 and learn how small-caps behave under pressure. Walk through each session, tackle 11 decision points with four critical turns, and receive AI coach feedback in a simulated, educational environment.
120 daily bars · 11 decision points · 1994-08 to 1995-01 · Stocks
Key facts
This window spans 173 days with a peak-to-trough drawdown of 9.5% and a 7.6% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +7.6%
- Duration
- 173 days
- Largest single-day move
- −1.8%
- Bars
- 120 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
By late summer 1994, the Russell 2000 index of small-cap stocks was navigating the choppy waters of the early 1990s bull market. This replay transports traders back to that era, placing them in the position of managing positions through a 9.5% correction that unfolded across 120 daily bars from August 3, 1994, through January 23, 1995. The stakes were clear: understanding how small-cap momentum behaves when systematic selling pressure arrives, and learning to make decisions under uncertainty without real capital at risk.
Starting from a close of 245.76, the index experienced a 9.5% max drawdown before recovering to close at 248.07 by the end of the data span—a net gain of 0.9%. The journey was far from smooth; the largest single-bar move of 1.8% served as a reminder that volatility clusters at exactly the wrong moments. Participants faced 11 decision points, with four critical turns demanding clear judgment about position management, timing, and conviction.
This correction replay sharpens several essential skills. First, it forces disciplined position management—small-caps amplify broader market moves, so a 9.5% drawdown in the index can translate to much larger swings in individual names. Second, it reveals how volatility clusters: days with 1.8% moves stand out against a backdrop of smaller fluctuations, testing whether traders can distinguish signal from noise. Third, it highlights the psychological dimension—holding positions through a meaningful correction while maintaining a clear process separates disciplined traders from reactive ones.
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