Russell 2000 Uptrend Replay (2025-04-08 to 2025-07-23)
Replay a 146-day Russell 2000 uptrend from 2025-02-13 to 2025-09-12, navigating an 23.1% drawdown and 4 critical decision points. Step through each session, test your instincts, then review with an AI coach for an educational, simulated-capital experience.
146 daily bars · 11 decision points · 2025-02 to 2025-09 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 23.1% and a 37.5% run-up.
- Max drawdown
- −23.1%
- Max run-up
- +37.5%
- Duration
- 211 days
- Largest single-day move
- +8.7%
- Bars
- 146 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
In early 2025, small-cap stocks entered a complex phase as the Russell 2000 index tracked a 146-day window from February 13 to September 12. With 11 decision points embedded throughout the replay, including 4 designated as critical moments, participants faced a market environment where the index would ultimately deliver a modest 5.0% net gain. The stakes were clear: navigate volatility while learning to manage risk through an uncertain period where the direction was not obvious from the outset.
The headline numbers tell a story of resilience despite turbulence. The index moved from 2282.18 to 2397.06, but the path was anything but straight. A maximum drawdown of 23.1% tested any strategy relying on passive exposure, while a single trading session saw an 8.7% move — the kind of intraday shock that separates disciplined traders from reactive ones. Those who treated this replay as purely directional, betting on a smooth recovery, likely found their assumptions challenged by the magnitude of intermediate pullbacks.
For decision training, this scenario excels at exposing three common weaknesses: anchoring on recent highs, underestimating single-session volatility, and failing to pre-define exit levels before positions are established. The 4 critical decision points force deliberate choices rather than autopilot responses. Whether one leans toward trend-following or mean-reversion, the historical data provides a realistic laboratory for stress-testing process, not just predicting outcomes.
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