S&P 600 SmallCap Uptrend Replay (2000-05-26 to 2000-07-17)
Replay a 16.3% S&P 600 SmallCap uptrend across 70 daily bars from May to September 2000. Step through each authentic session, tackle 11 decision points including 4 critical ones, and receive AI coach feedback in a simulated learning environment.
70 daily bars · 11 decision points · 2000-05 to 2000-09 · Stocks
Key facts
This window spans 102 days with a peak-to-trough drawdown of 8.7% and a 17.3% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +17.3%
- Duration
- 102 days
- Largest single-day move
- +2.8%
- Bars
- 70 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 May 2000, the S&P 600 SmallCap index entered a period of renewed optimism amid the unraveling of the dot-com bubble that had battered large-cap technology names. This replay captures an authentic 70-bar sequence spanning from late May to early September 2000, placing traders in the position of navigating a genuine small-cap uptrend. The market environment tested participants' ability to identify sustainable momentum versus fleeting bounces during a historically volatile transition period in equity markets.
The index advanced from 15.95 to 18.55, delivering a 16.3% return over the 70-day data span. The journey was far from linear, with a maximum drawdown of 8.7% testing conviction and risk management protocols. The largest single-bar move of 2.8% demonstrated the volatility inherent in small-cap trading during this era, requiring participants to distinguish between meaningful signals and market noise. These authentic price dynamics created realistic challenges for position sizing and exit decisions.
Participants faced 11 decision points, including 4 critical junctures that demanded clear strategic thinking. The scenario emphasizes process discipline, as navigating the 8.7% drawdown without abandoning a sound thesis separates skilled practitioners from reactive ones. Traders must balance holding through volatility against taking profits at the 2.8% single-bar extremes. This historical episode offers a structured environment to practice emotional regulation and risk calibration during a genuine market transition from the 2000s era.