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Russell 2000 Downtrend Replay (2022-09-12 to 2022-09-26)

StocksRussell 2000USCorrection2022-08 to 2022-10Difficulty 3/5FreeView charts

Replay the Russell 2000 correction from August to October 2022 as the index slid 10.4% across 30 daily bars. Work through seven decision points day-by-day with simulated capital and receive an AI coach review of your choices.

30K lines
7Decision points
3Difficulty
DailyGranularity

30 daily bars · 7 decision points · 2022-08 to 2022-10 · Stocks

Key facts

This window spans 42 days with a peak-to-trough drawdown of 13.1% and a 7.2% run-up.

Max drawdown
−13.1%
Max run-up
+7.2%
Duration
42 days
Largest single-day move
+3.9%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 correction replay places you in the late summer and early fall of 2022, a period when the small-cap index was navigating one of its most challenging stretches of the decade. The scenario spans 30 daily bars from August 26 to October 7, 2022, covering the heart of the correction phase. For participants, the stakes were clear: understanding how institutional and retail participants responded as the index descended, and building the mental models needed to survive prolonged downside moves.

The index closed the period at 1702.15, down from 1899.83, representing a total decline of 10.4% across the 30-day window. The maximum drawdown reached 13.1%, with the largest single daily move hitting 3.9%. Seven decision points punctuate the replay, three of which are marked as critical junctions where positioning and risk management decisions carried heightened consequence. Participants must navigate these inflection points while managing exposure to a market that showed no clear reversal signal until well into October.

The scenario sharpens three core competencies for traders and investors. First, it forces disciplined risk calibration when drawdowns exceed expectations, as the 13.1% peak-to-trough decline tested even those with moderate exposure. Second, it reveals how large single-day moves—3.9%—can erode conviction, making process adherence more valuable than prediction. Third, it provides a controlled environment to practice emotional regulation under sustained pressure, a skill that distinguishes durable performers from those who exit at the worst moments. This replay does not promise outcomes; it offers structured exposure to the decisions that shaped results in an authentic historical correction.