Russell 2000 Downtrend Replay (2015-12-01 to 2016-02-11)
Replay a 100-day Russell 2000 window in which the index fell 6.4% from 1166.06 to 1091.25, carving out a 20.8% drawdown. You step through each trading day, face 4 critical decision points, and receive an AI coach review of your simulated choices.
100 daily bars · 11 decision points · 2015-10 to 2016-03 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 20.8% and a 14.7% run-up.
- Max drawdown
- −20.8%
- Max run-up
- +14.7%
- Duration
- 146 days
- Largest single-day move
- −3.3%
- Bars
- 100 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, Wall Street's primary benchmark for small-cap equities, entered a turbulent stretch from late 2015 through early 2016. This hundred-day window tested investors who had grown accustomed to an extended bull market in American stocks. The index began the period near its highs, with market participants weighing mixed signals: steadying domestic economic data against rising concerns about global growth and Federal Reserve policy direction. The scenario recreates this precarious moment, placing traders in a position where every passing day demanded fresh assessment of an increasingly uncertain landscape.
The numbers tell a story of grinding deterioration. From an opening level of 1166.06, the index descended to 1091.25, translating to a modest 6.4% decline on the surface. Yet beneath this headline figure lurked a 20.8% drawdown—the actual pain experienced by anyone holding through the full decline. With 100 daily bars compressed into this replay and 4 critical decision points scattered throughout, participants faced repeated moments where wrong choices could compound losses significantly.
This replay's greatest value lies in illustrating how drawdown can far exceed surface-level percentage changes. Players must navigate decision fatigue while maintaining discipline, recognizing that volatility clusters and sustained downtrends punish impulsive reactions. The scenario emphasizes that protecting capital during prolonged drawdowns matters more than chasing short-term rebounds. By confronting these historical price dynamics without real financial consequences, participants can stress-test their risk tolerance and refine the decision frameworks they will carry into live markets.