Russell 2000 Downtrend Replay (2020-09-02 to 2020-09-23)
Replay the Russell 2000's 8.8% drawdown across 30 daily bars from August to October 2020, where the largest single move hit 3.4%. Walk through seven decision points as they unfolded historically, receive an AI coach review of each call, and learn from simulated capital only.
30 daily bars · 7 decision points · 2020-08 to 2020-10 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 8.8% and a 6.1% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +6.1%
- Duration
- 42 days
- Largest single-day move
- −3.4%
- 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 index entered September 2020 navigating a fragile post-pandemic recovery landscape. Small-cap stocks, which the index tracks, had surged dramatically from March lows, creating stretched valuations and crowded positioning. This 30-bar replay, spanning August 21 to October 2, 2020, presents traders with an 8.8% drawdown scenario where the index drifted from 1552.48 to 1539.3, a net decline of 0.8%, while volatility remained elevated with the largest single session moving 3.4%.
The market's trajectory during this period was defined by oscillating weakness rather than a single decisive crash. Over the 30 trading days, participants experienced a grinding decline that tested conviction at every turn. The 8.8% maximum drawdown was not delivered in one blow but accumulated through repeated downside pressure, punctuated by sharp reversal days that could just as easily trap aggressive buyers as provide relief. Seven decision points punctuate this replay, with three marked as critical moments where directional conviction was most severely tested.
This scenario distills essential lessons in risk discipline for traders in the 2020s. The challenge is not identifying a trend but maintaining appropriate position sizing and emotional equilibrium when the market refuses to cooperate. The 3.4% single-bar moves remind practitioners that volatility clusters can rapidly erode capital if stops are not respected. Working through each decision point with simulated funds, learners can observe how process consistency matters more than prediction accuracy when navigating environments where the edge comes from survival rather than aggression.