Russell 2000 Uptrend Replay (2015-01-15 to 2015-06-23)
Replay 150 daily bars of the Russell 2000 from 2014-12-15 to 2015-07-21, capturing a 10.0% climb with a 5.3% drawdown. Step through 11 decision points, four critical, and receive an AI coach review of your choices. Simulated capital, educational use only.
150 daily bars · 11 decision points · 2014-12 to 2015-07 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 5.3% and a 13.7% run-up.
- Max drawdown
- −5.3%
- Max run-up
- +13.7%
- Duration
- 218 days
- Largest single-day move
- +3.1%
- 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 scenario replays the Russell 2000 small-cap index across 150 daily bars spanning the 2010s decade, from December 15, 2014 to July 21, 2015. This was a period when US equities were recovering from late-2014 volatility while positioning for the year ahead. Participants face 11 decision points, four marked as critical, testing their ability to read directional shifts in a market prone to sector rotation and idiosyncratic risk.
The index rose from 1140.3 to 1254.57, delivering a 10.0% cumulative return over the replay window. Yet the climb was uneven—a maximum drawdown of 5.3% tested conviction, while the largest single-bar move of 3.1% offered instructive lessons in momentum versus mean reversion. These figures illustrate how modest overall gains can coexist with meaningful short-term turbulence.
Navigating this replay demands disciplined risk calibration, the ability to distinguish structural trends from noise, and psychological steadiness when facing paper losses. Participants learn that drawdowns are inherent to any directional bet, and that managing them—not avoiding them—determines whether a strategy survives the inevitable setbacks embedded in any market period.