Russell 2000 Downtrend Replay (2000-11-03 to 2000-11-30)
Replay the 2000 Russell 2000 downtrend across 38 daily bars, a 12.2% maximum drawdown period defined by sharp single-day swings. Step through each authentic session, face seven decision points including three critical moments, and receive an AI coach review of your simulated choices.
38 daily bars · 7 decision points · 2000-10 to 2000-12 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 12.2% and a 9.3% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +9.3%
- Duration
- 54 days
- Largest single-day move
- +4.6%
- Bars
- 38 Daily bars
- Decision points
- 7
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 a turbulent phase as autumn 2000 deepened into early winter. This replay spans 38 daily bars from 2000-10-20 to 2000-12-13, capturing a period when small-cap momentum faltered amid shifting market conditions. Participants step into authentic historical price action, confronting the psychological burden of a sustained downtrend while managing simulated capital through genuine uncertainty. Seven decision points await, three flagged as critical, demanding responses calibrated to evolving conditions rather than hindsight.
The raw numbers define the challenge: the index closed at 469.91, a decline of 3.6% from its 487.45 starting point, yet this headline figure obscures the true test. Maximum drawdown reached 12.2%, meaning peak-to-trough losses substantially exceeded the overall change. The largest single-bar swing hit 4.6%, underscoring volatility spikes that can rupture risk models and erode discipline in real time. These authentic statistics anchor every tactical choice in the replay.
This scenario distills essential lessons for developing traders: process trumps prediction, risk management supersedes directional conviction, and psychological resilience often determines outcomes more than analysis. The replay teaches that surviving drawdowns requires pre-defined position limits, that trend deterioration demands systematic responses, and that market environments can shift faster than comfort allows. By confronting these pressures in simulation, participants build the decision-making framework necessary when real capital is at stake.