Russell 2000 Uptrend Replay (1997-04-25 to 1997-10-13)
Replay the 1997 Russell 2000 advance as the index climbed 31.1% from 336.38 to 440.98 over 150 daily bars. Step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1997-04 to 1997-11 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 9.7% and a 38.5% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +38.5%
- Duration
- 214 days
- Largest single-day move
- −6.1%
- 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
By April 1997 the Russell 2000 had already emerged from a long consolidation, and the months that followed would test whether small-cap leadership could hold its own against the broader U.S. equity advance. With 150 daily sessions ahead, the replay frames a single question for the trainee: can a steady, range-bound tape be traded with the same discipline as a runaway trend? The setup matters because the Russell 2000 was not the loudest index of the era, yet it carried a disproportionate share of speculative flows, making each session a small referendum on conviction.
Over the span the index climbed from 336.38 to 440.98, a 31.1% advance that arrived without the comfort of a smooth glide. The largest single-bar move was 6.1%, and at one point the index gave back as much as 9.7% from a local peak, a reminder that even a powerful trend must weather sharp counter-trend shocks. Eleven decision points punctuate the path, four of them marked critical, forcing the trainee to choose between holding through volatility, trimming into strength, or stepping aside entirely when the tape briefly broke character.
The pedagogical value sits in the gap between headline return and lived experience. A 31.1% climb sounds generous, but only participants who survived the 9.7% drawdown and the 6.1% spike actually captured it, which is why the AI coach reviews each simulated choice for sizing, stop placement, and the willingness to act on a plan when price violates expectations. The replay trains a quieter skill: treating an uptrend as a sequence of independent risk decisions rather than a foregone conclusion.
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