Russell 2000 Uptrend Replay (2001-01-08 to 2001-01-30)
Replay the Russell 2000's 8.6% climb across 32 daily bars from late 2000 into early 2001, navigating a 6.6% drawdown along the way. You make decisions at 7 points, then receive an AI coach review of your simulated trades.
32 daily bars · 7 decision points · 2000-12 to 2001-02 · Stocks
Key facts
This window spans 48 days with a peak-to-trough drawdown of 6.6% and a 10.8% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +10.8%
- Duration
- 48 days
- Largest single-day move
- +4.7%
- Bars
- 32 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 small-cap index enters late December 2000 at a pivotal moment. The dot-com collapse had already begun reshaping equity valuations, and market participants faced a landscape of elevated uncertainty. Over the next 32 trading days extending into early February 2001, the index would present a series of decision points—seven in total, three deemed critical—as it navigated from 462.99 toward 502.89. What was at stake was not merely directional conviction but the ability to manage risk within a volatile recovery environment.
The closing price ultimately reached 502.89, delivering an 8.6% cumulative gain across the 32 daily bars. Yet the trajectory was far from linear: a 6.6% maximum drawdown tested participants' resolve midway through the period. The largest single-bar move of 4.7% underscored the whipsaw potential inherent in small-cap trading during transitional market phases. Navigating these fluctuations required disciplined position management rather than simple trend-following.
This replay ultimately trains decision-makers to balance momentum conviction with protective risk controls. The seven decision points force explicit evaluation of entries, exits, and sizing under uncertainty. The 6.6% drawdown illustrates how even anticipated directional moves impose psychological friction. The 4.7% intrabar volatility reminds practitioners that large daily ranges demand robust stop logic. The core lesson centers on process discipline: systematic review at each node matters more than predicting the next bar with certainty.