Russell 2000 Uptrend Replay (2022-12-28 to 2023-02-02)
Replay the Russell 2000's 3.8% climb across 50 daily bars from December 2022 through February 2023 in this educational market scenario. Step through each session, navigate nine decision points, and receive an AI coach review of your simulated choices.
50 daily bars · 9 decision points · 2022-12 to 2023-02 · Stocks
Key facts
This window spans 75 days with a peak-to-trough drawdown of 6.0% and a 16.2% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +16.2%
- Duration
- 75 days
- Largest single-day move
- −3.0%
- Bars
- 50 Daily bars
- Decision points
- 9
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 small-cap index entered December 2022 at a delicate juncture. After a volatile year marked by rising rates and recession fears, investors were reassessing risk exposure across equity markets. This 50-bar replay spans from December 8, 2022 through February 21, 2023, capturing a period where small-cap stocks attempted to establish direction amid shifting sentiment. Nine decision points are embedded throughout, with three marked as critical moments where positioning choices carried heightened consequence.
The index closed the period at 1888.21, up from 1818.29, representing a 3.8% advance over approximately two months. This modest net gain, however, masked significant interim turbulence. The maximum drawdown reached 6.0%, meaning portfolios holding long positions endured periods where paper losses exceeded expectations. The largest single session moved 3.0%, illustrating that even modest trending periods contain sharp directional spikes that can test risk management frameworks.
For decision training, this scenario emphasizes three core principles. First, process discipline matters more than prediction; navigating nine decision points requires consistent criteria rather than reactive adjustments. Second, risk calibration must account for drawdown tolerance, as the 6.0% maximum drawdown demonstrates how trending markets still punish poorly positioned accounts. Third, psychological resilience becomes tangible when individual bars swing 3.0%, reminding participants that volatility within a directional trend creates continuous pressure to abandon sound strategy. This replay offers a structured environment to practice managing these tensions without financial consequence.