Russell 2000 Downtrend Replay (2006-07-03 to 2006-07-21)
Replay 30 daily bars of the Russell 2000 from June to August 2006, capturing a correction that reached an 8.1% drawdown. Walk through each day, face 7 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2006-06 to 2006-08 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 8.1% and a 7.9% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +7.9%
- Duration
- 42 days
- Largest single-day move
- +3.8%
- Bars
- 30 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
In the summer of 2006, the Russell 2000 captured the speculative pulse of American markets—a benchmark where small-cap momentum and risk appetite converged. This replay spans 30 daily bars from June 20 through early August, inviting traders to navigate a correction that tested conviction and discipline. The era was marked by post-boom caution and fluctuating confidence, creating an environment where every decision carried weight and every pause offered a chance to reassess.
What unfolded was instructive volatility. After opening near 677.5, the index ultimately closed at 689.89—a modest 1.8% net gain that concealed far more turbulent individual sessions. The maximum drawdown of 8.1% and largest single-bar move of 3.8% created moments where positions swung dramatically, forcing real-time choices about entries, exits, and position sizing. Seven decision points punctuated the replay, with three emerging as critical junctures where directional conviction and risk management intersected.
This scenario sharpens decision training by placing participants inside the emotional arc of a correction—before the recovery became obvious. Practicing under uncertainty, honoring max drawdown thresholds, and resisting the impulse to add to losses are transferable skills honed here. The 2000s market context provides a historical laboratory where behavioral pitfalls repeat, making this replay valuable for building disciplined process rather than predicting outcomes.
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