Russell 2000 Uptrend Replay (2020-04-16 to 2020-04-29)
Replay the Russell 2000's 10.6% climb across 30 daily bars from March 31 to May 12, 2020. Step through each session, tackle 7 decision points with critical momentum calls, and receive an AI coach review of your choices in this simulated training exercise.
30 daily bars · 7 decision points · 2020-03 to 2020-05 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 8.8% and a 29.3% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +29.3%
- Duration
- 42 days
- Largest single-day move
- +8.2%
- Bars
- 30 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, Wall Street's primary benchmark for small-cap stocks, faced a critical test during the spring of 2020. Between March 31 and May 12, 2020, the index navigated one of the most volatile recovery periods in recent market history. This simulation places you in the role of a trader confronting 30 daily bars of authentic price action, where 7 decision points—including 3 critical momentum calls—would determine your performance trajectory.
The index closed the period at 1275.54, representing a 10.6% climb from its starting level of 1153.1. However, the journey was far from linear. The market experienced a maximum drawdown of 8.8% at various points, while the largest single-bar move reached 8.2%, illustrating the violent intraday swings that characterized this era. This combination of steady appreciation punctuated by sharp reversals created a demanding environment for any systematic approach.
This replay teaches that process discipline matters more than prediction in volatile markets. The 8.8% drawdown and 8.2% single-bar volatility punish rigid strategies that lack adaptation mechanisms. For decision training, the key takeaway is separating signal from noise: identifying genuine momentum shifts versus fleeting spikes requires both technical rigor and emotional detachment. The psychological dimension—maintaining conviction during pullbacks while avoiding overconfidence after gains—distinguishes skilled practitioners from novices in environments like the 2020s recovery phase captured here.