Russell 2000 Uptrend Replay (1995-10-27 to 1996-05-22)
Replay a seven-month Russell 2000 advance that climbed 21.1% across 150 daily bars, with drawdowns held to 4.8%. Step through each authentic trading day, make your own calls at 11 decision points, and receive an AI coach review of your simulated decisions.
150 daily bars · 11 decision points · 1995-10 to 1996-05 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 4.8% and a 23.8% run-up.
- Max drawdown
- −4.8%
- Max run-up
- +23.8%
- Duration
- 214 days
- Largest single-day move
- −2.5%
- 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 entered October 1995 at a pivotal moment for small-cap equities. After a period of consolidation, institutional interest was shifting toward the growth potential of smaller companies as the broader economy strengthened. This seven-month replay spans 150 daily bars from late October 1995 through mid-May 1996, placing participants inside a sustained uptrend that would ultimately define a generation of small-cap investing.
During the replay window, the index advanced from 301.1 to 364.59, delivering a 21.1% return while maintaining discipline through a maximum drawdown of just 4.8%. The largest single-day move registered 2.5%, reflecting steady rather than dramatic price action. Navigating 11 decision points—including 4 critical junctures—required participants to balance conviction with risk management throughout a market that rewarded patience over speculation.
This replay distills the core challenge of trend following: maintaining exposure during quiet appreciation while resisting the behavioral urge to exit at the first sign of volatility. With drawdowns capped at 4.8%, the scenario illustrates how disciplined position management can capture significant upside without excessive exposure to reversal risk. The 1990s bull environment provides a historical laboratory for testing decision frameworks when momentum favors the long side. Participants emerge with sharper instincts for reading market structure and managing risk across sustained advances.
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