Russell 2000 Uptrend Replay (2018-12-24 to 2019-02-22)
Replay 82 daily bars of the Russell 2000 from 2018-11-21 to 2019-03-22, navigating a 5.0% single-day surge amid 18.2% drawdown risk. Step through 11 decision points, face 4 critical calls, and receive an AI coach review of your simulated trades.
82 daily bars · 11 decision points · 2018-11 to 2019-03 · Stocks
Key facts
This window spans 121 days with a peak-to-trough drawdown of 18.2% and a 25.5% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +25.5%
- Duration
- 121 days
- Largest single-day move
- +5.0%
- Bars
- 82 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 index of small-cap U.S. stocks provides a compelling classroom for testing one's composure under pressure. This replay spans the tumultuous end of 2018 into early 2019—a period marked by recovery from the prior year's steep correction. Over 82 trading days from November 21, 2018 to March 22, 2019, participants navigate a market that had already absorbed significant volatility. The stakes are clear: how to position oneself when the index teeters between rebound and renewed decline, and how to interpret signals amid conflicting forces of hope and caution. This was a period when small-cap stocks were particularly sensitive to broader economic sentiment, making it an ideal testing ground for traders learning to manage risk during uncertain transitions.
The journey proved characteristically turbulent. The index closed the period at 1505.92, a modest 1.2% gain from 1488.28, yet this headline number obscures the turmoil beneath. An 18.2% maximum drawdown tested portfolio values, while a single session surge of 5.0% demonstrated the sharp reversals that define volatile markets. The market did recover, but not in a straight line—participants who mistook interim rallies for sustained breakouts would have been whipsawed, while those clinging to bearish positions through the drawdown risked capitulation before the eventual upturn.
The scenario's real lesson lies in decision-making discipline. Eleven decision points, four of them critical, force participants to confront core trading challenges: when to add risk, when to protect capital, and how to distinguish meaningful signals from market noise. The 5.0% single-day move exemplifies how momentum can suddenly reverse risk calculations. Meanwhile, the 18.2% drawdown illustrates the psychological toll of unrealized losses. Success requires a systematic approach—position sizing, clear entry and exit rules, and emotional detachment—rather than reacting to price movements alone.