Russell 2000 Uptrend Replay (2011-10-03 to 2011-10-27)
Replay a 38-bar Russell 2000 stretch from 2011-09-19 where the index climbed 2.4% from 702.23 to 718.86. Walk through each trading day, tackle 3 critical decision points, and receive an AI coach review of your simulated choices.
38 daily bars · 7 decision points · 2011-09 to 2011-11 · Stocks
Key facts
This window spans 51 days with a peak-to-trough drawdown of 13.2% and a 25.6% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +25.6%
- Duration
- 51 days
- Largest single-day move
- +6.4%
- Bars
- 38 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 a volatile stretch in the autumn of 2011, a period when small-cap stocks faced shifting sentiment across global markets. Between September 19 and November 9, traders and investors tracked the index through 38 daily bars, weighing macroeconomic signals against company-specific developments. The market offered both opportunity and danger, demanding careful analysis as conditions fluctuated.
The index ultimately climbed from 702.23 to 718.86, a modest 2.4% gain that masks significant intra-period turbulence. During this stretch, the largest single-day move reached 6.4%, while the maximum drawdown hit 13.2%—testing the resolve of anyone holding positions through the pullback. Navigating these swings required disciplined decision-making, with seven distinct decision points punctuating the period, three of which proved critical to outcomes.
This replay isolates the intersection of process, risk, and psychology in live market conditions. Participants must manage drawdowns without abandoning sound strategy, distinguish between noise and signal during volatile swings, and maintain emotional equilibrium when the largest moves occur unexpectedly. The scenario demonstrates why historical context matters: understanding how similar conditions played out helps traders prepare protocols for analogous situations they will inevitably encounter.