Russell 2000 Uptrend Replay (2010-08-24 to 2011-02-18)
Replay a Russell 2000 run that climbed 25.4% from 655.07 to 821.19 across 150 daily bars. Walk through each trading session, tackle 11 decision points, and receive AI coach feedback on simulated educational choices.
150 daily bars · 11 decision points · 2010-08 to 2011-03 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.7% and a 40.2% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +40.2%
- Duration
- 216 days
- Largest single-day move
- −4.0%
- Bars
- 150 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.
Event Replay
What happened — and what it teaches
The Russell 2000 index entered a sustained uptrend period spanning from August 2010 through early 2011, a phase marked by recovering investor confidence following the previous market turmoil. This replay scenario covers 150 daily bars of authentic price action, inviting participants to navigate an extended bullish phase where momentum could shift at critical junctures. The era falls squarely within the post-crisis recovery of the 2010s, making it a valuable historical case study for understanding trend dynamics during economic normalization.
The market climbed from 655.07 to 821.19, delivering a total return of 25.4% across the full data span from 2010-08-05 to 2011-03-09. Despite the clear directional bias, the journey included a maximum drawdown of 9.7% and occasional volatility spikes, with the largest single daily move reaching 4.0%. Participants faced 11 decision points throughout the replay, with 4 deemed critical, requiring them to actively manage positions rather than simply ride the trend. This mix of steady appreciation punctuated by sharp reversals tested both conviction and risk management.
Navigating this scenario teaches that even strong uptrends demand disciplined process over passive optimism. The relatively modest 9.7% drawdown reminds participants that pullbacks are inevitable, requiring predefined exit strategies. The 4.0% single-bar volatility highlights that momentum can reverse suddenly, demanding psychological resilience and position sizing discipline. By confronting these decisions in a consequence-free educational environment, participants can refine their approach to trend-following, drawdown management, and emotional control without financial risk.