Russell 2000 Uptrend Replay (2016-02-11 to 2016-04-27)
Replay the 2016 Russell 2000 surge from 1108.62 to 1164.13 across 106 daily bars. Make trading decisions at 11 points, tackle 4 critical choices, and receive an AI coach review of your simulated performance.
106 daily bars · 11 decision points · 2016-01 to 2016-06 · Stocks
Key facts
This window spans 151 days with a peak-to-trough drawdown of 14.1% and a 22.7% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +22.7%
- Duration
- 151 days
- Largest single-day move
- −3.3%
- Bars
- 106 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 places you in the Russell 2000 market during the first half of 2016, a period marked by significant uncertainty in global equity markets. Starting from January 4, 2016, and spanning 106 daily bars through early June, this replay captures the index as it navigated early-year volatility and ultimately staged a recovery. The index rose from 1108.62 to 1164.13, delivering a 5.0% gain over the full dataset, though the journey was anything but smooth.
The price action revealed a market that tested investor conviction repeatedly. A maximum drawdown of 14.1% during the period meant that even position holders who were ultimately correct faced substantial interim losses. The largest single-bar move of 3.3% underscores how quickly sentiment could shift, creating moments where discipline was rewarded or punished in real time. The period from February 11 to April 27, 2016, represents the core uptrend segment where the scenario is most concentrated, presenting traders with 11 decision points including 4 critical junctures.
This replay excels as a decision-training exercise precisely because the numbers tell a nuanced story. A 5.0% net gain sounds modest, but surviving a 14.1% drawdown to achieve it separates theoretical analysis from real-world execution. The 4 critical choices demand that participants articulate their process before market pressure reveals their psychology. For educational purposes, the scenario teaches that managing risk through volatility, not around it, defines whether a trader can hold a thesis long enough to realize it.