Russell 2000 Uptrend Replay (1999-10-18 to 1999-12-31)
Replay the late-1999 Russell 2000 boom across 106 daily bars with a 22.8% advance from 437.77 to 537.49. You step through each authentic trading day, face 11 decision points, and receive an AI coach review of your simulated choices.
106 daily bars · 11 decision points · 1999-09 to 2000-02 · Stocks
Key facts
This window spans 152 days with a peak-to-trough drawdown of 7.3% and a 31.4% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +31.4%
- Duration
- 152 days
- Largest single-day move
- −3.6%
- Bars
- 106 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 the autumn of 1999, the Russell 2000 Small Cap Index entered a sustained advance that would carry it through year-end. This scenario replays 106 daily bars spanning from September 1999 into early 2000, a period marked by tech-sector euphoria and mounting anticipation around the turn of the millennium. Participants navigate an authentic historical dataset where every bar reflects actual market behavior, confronting the texture of a market that was quietly outperforming while many investors focused elsewhere.
The index climbed from 437.77 to 537.49, delivering a 22.8% advance over the data span. Yet this ascent was not a straight line. A maximum drawdown of 7.3% tested conviction mid-period, while the largest single-bar move of 3.6% revealed moments when sentiment could shift violently. Within this trajectory lie 11 decision points—four deemed critical—forcing participants to act with incomplete information just as traders did at the time. Each decision carries weight, each bar matters.
This replay trains participants to examine their process rather than chase outcomes. The 7.3% drawdown illustrates how a profitable strategy can still produce discomfort; the 3.6% single-bar spike shows that volatility clusters unpredictably. Decision-point discipline becomes the measure of success, not whether one captured the full 22.8%. Understanding how you behave under historical pressure—without the comfort of hindsight—develops the psychological resilience that defines durable traders.