Russell 2000 Uptrend Replay (2011-03-16 to 2011-04-29)
Replay 64 daily bars of the Russell 2000 from February 18 to May 20, 2011, navigating a 6.3% drawdown amid choppy recovery. Walk through 11 decision points, four of them critical, with simulated capital and an AI coach reviewing each call.
64 daily bars · 11 decision points · 2011-02 to 2011-05 · Stocks
Key facts
This window spans 91 days with a peak-to-trough drawdown of 6.3% and a 10.7% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +10.7%
- Duration
- 91 days
- Largest single-day move
- −2.6%
- Bars
- 64 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 confronted traders with a demanding test from February 18 to May 20, 2011. Over 64 daily bars spanning the early 2010s, the small-cap index moved through a period of volatile recovery, oscillating between advance and retreat. Navigating this terrain meant managing exposure during choppy price action while preserving capital through a drawdown that could have shaken lesser-constructed approaches.
Despite the period's title invoking an uptrend, the closing level shifted from 834.82 to 829.06, a net decline of -0.7%. The journey proved more instructive than the destination: a maximum drawdown of 6.3% tested discipline, while the largest single-bar move of 2.6% demanded real-time assessment. Across 11 decision points—four deemed critical—each call became a case study in applying process under uncertainty.
The scenario distills three enduring lessons for decision training. First, headlines can mislead: an uptrend label obscures periods of negative net returns, underscoring the gap between narrative and price reality. Second, drawdown management separates disciplined traders from impulse-driven ones; enduring a 6.3% pullback without abandoning strategy requires pre-defined rules. Third, the psychological weight of a -0.7% outcome—flat but bruised—teaches that even unprofitable periods offer irreplaceable training value when approached with analytical rigor.