Russell 2000 Downtrend Replay (2007-12-26 to 2008-01-22)
Replay 36 daily bars of a Russell 2000 correction slipping from 766.27 to 730.5 between 2007-12-11 and 2008-02-01. Make your own calls at each decision point, then receive an AI coach review of your simulated performance.
36 daily bars · 7 decision points · 2007-12 to 2008-02 · Stocks
Key facts
This window spans 52 days with a peak-to-trough drawdown of 15.7% and a 8.8% run-up.
- Max drawdown
- −15.7%
- Max run-up
- +8.8%
- Duration
- 52 days
- Largest single-day move
- +3.3%
- Bars
- 36 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 December 2007 representing American small-cap equities navigating a notably uncertain macro backdrop. The 36 daily bars spanning December 11, 2007 to February 1, 2008 would deliver a sustained downward correction that tested both conviction and risk discipline. Seven decision points—three deemed critical—demanded that participants make independent calls without the comfort of hindsight, echoing the real pressures of live trading during a deteriorating tape.
By the close on February 1, the index settled at 730.5, slipping 4.7% from its 766.27 opening. Yet the headline percentage understates the turbulence. A maximum drawdown of 15.7% meant that any position entered near the period high would have endured significant unrealized stress. The largest single-bar move of 3.3% underscored the sharp intraday reversals that characterize corrections—environments where hope and panic alternate rapidly, punishing reactive rather than scripted responses.
For decision training, this replay emphasizes three transferable lessons. First, process trumps outcome: executing a sound risk plan that still results in a loss remains superior to lucky improvisation. Second, drawdown management determines survivorship—15.7% teaches that position sizing and stop discipline are non-negotiable. Third, psychology often determines performance more than analysis; the ability to evaluate each of the seven decision points independently, without anchoring to prior bars, separates disciplined traders from reactive ones. This correction serves as a classroom where the student confronts their own decision-making under pressure, not merely studies price action.