Russell 2000 Uptrend Replay (2009-07-09 to 2009-09-22)
Replay 106 daily bars of the Russell 2000 from June to October 2009, capturing an 8.6% advance alongside a 9.9% drawdown. Work through 11 decision points with four critical turns and receive an AI coach review of your calls on simulated capital.
106 daily bars · 11 decision points · 2009-06 to 2009-10 · Stocks
Key facts
This window spans 149 days with a peak-to-trough drawdown of 9.9% and a 30.2% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +30.2%
- Duration
- 149 days
- Largest single-day move
- −3.9%
- Bars
- 106 Daily bars
- Decision points
- 11
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.
Related scenarios
- Russell 2000 Uptrend Replay (2010-02-08 to 2010-04-23)2009 · Lv.2
- Russell 2000 Uptrend Replay (2010-08-24 to 2011-02-18)2010 · Lv.3
- Russell 2000 Uptrend Replay (2009-03-09 to 2009-03-26)2009 · Lv.4
- Russell 2000 Uptrend Replay (2012-11-15 to 2013-03-14)2012 · Lv.2
- Russell 2000 Uptrend Replay (2006-07-21 to 2007-02-22)2006 · Lv.3
- Russell 2000 Uptrend Replay (2011-10-03 to 2011-10-27)2011 · Lv.2
Event Replay
What happened — and what it teaches
In the summer of 2009, the Russell 2000 was navigating a fragile recovery six months after the financial crisis trough. This replay covers 106 daily bars from June to October 2009, placing traders in real-time positions to navigate an 8.6% advance amid genuine uncertainty about the durability of the rebound.
The period delivered a close of 521.33 to 566.36, representing an 8.6% net gain. However, this advance came with a 9.9% maximum drawdown and a largest single-bar move of 3.9%, creating environments where conviction could erode quickly. Participants faced 11 decision points, including 4 critical turns where directional conviction was tested.
For decision training, this replay illustrates that an 8.6% gain does not mean the path was straight. The gap between total return and maximum drawdown reveals hidden volatility that tests position management and emotional discipline. Trainees must practice sizing positions so that a 9.9% pullback does not trigger forced decisions, and must rehearse staying objective through a 3.9% single-bar swing that could easily trigger fear or greed. The 4 critical turns serve as checkpoints for reviewing whether process—not outcome—guided each call, building habits that transfer to any market condition.