Russell 2000 Uptrend Replay (1996-07-24 to 1997-01-22)
Replay 150 daily bars of the Russell 2000 from July 1996 through early 1997, a stretch where small-caps climbed from 336.68 to 365.48. You step through each trading day, weigh critical decision moments, and receive a coach review of your simulated choices.
150 daily bars · 11 decision points · 1996-07 to 1997-02 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 8.6% and a 20.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +20.4%
- Duration
- 213 days
- Largest single-day move
- −2.8%
- 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
In mid-1996, the Russell 2000 stood at the threshold of a sustained advance in the small-cap space. The replay spans 150 trading days through early 1997, a period when small-cap momentum was building and decision-making under rising conditions would define outcomes. Participants entering this scenario faced the task of navigating an uptrend while managing the psychological pressures inherent in trending markets.
The index climbed from 336.68 to 365.48, delivering an 8.6% return over the data window. The journey was not monotonic—a maximum drawdown of 8.6% tested early positions, and single sessions moved as much as 2.8%. The scenario presented 11 decision points, with 4 critical junctures demanding traders assess momentum sustainability and adjust exposure accordingly.
This replay isolates the discipline required in trending environments. The 8.6% max drawdown shows that even well-positioned portfolios endure intermediate setbacks, reinforcing the need for position sizing and drawdown tolerance. The single-bar volatility of 2.8% highlights the importance of not overreacting to individual sessions. Critical decision points teach that distinguishing noise from trend changes is the central skill—process consistency and emotional control separate measured participation from impulsive overreaction.
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