Russell 2000 Downtrend Replay (2010-06-15 to 2010-07-06)
Replay a 30-bar Russell 2000 correction that fell 4.9% from 667.37 to 634.62 between June and July 2010. Step through each authentic trading day, tackle 7 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2010-06 to 2010-07 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 11.8% and a 8.9% run-up.
- Max drawdown
- −11.8%
- Max run-up
- +8.9%
- Duration
- 42 days
- Largest single-day move
- −5.0%
- 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
The Russell 2000, Wall Street's primary benchmark for small-cap equities, entered a significant correction phase during the summer of 2010. Over 30 trading days spanning from June 3 to July 15, market participants faced a period where downside momentum accelerated sharply. The index moved from 667.37 to 634.62, representing a 4.9% decline that tested the resolve of even seasoned traders managing positions through increasing volatility.
The correction unfolded with a maximum drawdown of 11.8% from peak to trough, while the largest single daily move reached 5.0%. This combination of sustained pressure punctuated by sharp intraday swings created a demanding environment for decision-making. Seven distinct decision points emerged throughout the replay, with three marked as particularly critical moments where directional conviction and risk management were put to the test. Each day of authentic price action built upon the previous session, requiring participants to update their thesis continuously rather than rely on static positions.
This replay scenario trains traders to navigate environments where losses accumulate gradually before the full extent becomes apparent. The gap between the overall decline of 4.9% and the maximum drawdown of 11.8% illustrates how drawdowns can exceed final realized losses, teaching the importance of distinguishing between temporary equity curve compression and genuine trend changes. Participants learn to manage position sizing when facing 5.0% single-bar moves that can trigger emotional responses, and practice the discipline of following a process through periods of extended pressure without abandoning sound risk management principles.
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