Russell 2000 Uptrend Replay (1999-03-23 to 1999-07-15)
Replay a fierce 1999 Russell 2000 uptrend across 150 daily bars, where prices climbed just 0.9% from 427.22 to 430.99 despite a 10.3% drawdown. Step through 11 decision points, including 4 critical ones, and receive AI coach review in this simulated educational market replay.
150 daily bars · 11 decision points · 1999-01 to 1999-09 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 10.3% and a 21.5% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +21.5%
- Duration
- 215 days
- Largest single-day move
- +2.7%
- 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 index of small-cap U.S. stocks in early 1999 occupied a particular niche in the market ecosystem. Small-caps had been attracting attention as the dot-com mania gathered steam on the Nasdaq, yet the Russell 2000 itself told a more measured story. This replay immerses participants in 150 trading days spanning January 29 to September 1, 1999, confronting the challenge of navigating a market that offered limited reward relative to its turbulence.
When the dust settled, the Russell 2000 had climbed from 427.22 to 430.99—a marginal 0.9% gain. Yet this figure conceals the journey: a maximum drawdown of 10.3% tested every position holder, while the largest single daily move reached 2.7%. The index delivered almost no net gain while demanding the emotional resilience to weather significant interim setbacks. Eleven decision points, four deemed critical by the scenario design, forced repeated choices about whether to stay invested or reduce exposure.
This replay teaches that outcome measurement alone tells an incomplete story. A 0.9% final return accompanied by a 10.3% drawdown represents a stark gap between what was risked and what was earned—precisely the kind of asymmetry that defines real-market decision-making. Participants learn to evaluate their process rather than fixating on the result, understanding that disciplined risk management and emotional equilibrium matter more than the headline number when history is distilled into a single figure.