Russell 2000 Downtrend Replay (2006-05-05 to 2006-06-13)
Replay the Russell 2000's 2006 correction, where the index slid from 749.47 to 724.67 over 54 daily bars. Step through each day, face 10 decision points with 4 critical choices, and receive an AI coach review of your simulated judgment.
54 daily bars · 10 decision points · 2006-04 to 2006-06 · Stocks
Key facts
This window spans 74 days with a peak-to-trough drawdown of 14.0% and a 7.7% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +7.7%
- Duration
- 74 days
- Largest single-day move
- +3.8%
- Bars
- 54 Daily bars
- Decision points
- 10
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 spring of 2006, the Russell 2000 index of small-cap U.S. stocks entered a volatile correction phase. Over the subsequent weeks, investors and traders who had built positions during the prior momentum faced a fundamental test: whether to hold, reduce exposure, or adapt their strategy as the market's character shifted from trending to range-bound and uncertain. The 2000s decade had already seen multiple such episodes, making this period a valuable training ground for market participants.
The data tells a measured but instructive story. From an opening level of 749.47, the index retreated to 724.67, representing a decline of 3.3% across 54 daily bars. However, the intra-drawdown reached 14.0%, revealing that the journey was far smoother than the path suggested. The largest single-day swing measured 3.8%, underscoring the emotional volatility that accompanies such corrections. Within this span, 10 decision points emerged—4 of which were critical junctures where positioning choices carried heightened consequence.
The scenario's greatest value lies in its focus on process over prediction. Participants must navigate ambiguity, manage risk under drawdown pressure, and confront the psychological temptation to react impulsively to short-term moves. Practicing through these 10 moments—particularly the 4 critical decisions—builds muscle memory for real-world market stress, where conviction and discipline separate informed judgment from mere speculation.
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