S&P 600 SmallCap Uptrend Replay (2001-09-21 to 2002-01-04)
Replay the S&P 600 SmallCap from July 2001 to February 2002 across 146 daily bars, with 11 decision points (4 critical) testing your reactions to a 5.0% single-bar surge and a 21.2% drawdown. Walk through each authentic session, face branching choices, and receive an AI coach review in a fully simulated, educational environment.
146 daily bars · 11 decision points · 2001-07 to 2002-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 21.2% and a 31.4% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +31.4%
- Duration
- 217 days
- Largest single-day move
- −5.0%
- 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 the summer of 2001, small-cap stocks faced a pivotal moment. The S&P 600 SmallCap index was navigating the treacherous aftermath of the dotcom collapse, a period when investor confidence in smaller companies hung by a thread. This replay spans 146 daily bars from July 25, 2001, to February 27, 2002, placing participants inside one of the decade's most demanding small-cap environments. Eleven decision points await, four of them critical junctures where market positioning could mean the difference between weathering the storm or capitulating at the worst moment.
The index's modest 3.7% gain—from 18.42 to 19.1—masks the turbulent journey beneath. A maximum drawdown of 21.2% tested portfolio resilience, while a single-day 5.0% surge demonstrated how quickly sentiment can shift in volatile small-cap markets. These aren't abstract statistics but lived realities for investors navigating this challenging period.
This scenario sharpens decision-making under pressure. Participants must choose their responses at each branch without knowing which path preserves capital and which amplifies losses. The 21.2% drawdown forces confrontation with loss aversion, while the 5.0% single-bar move challenges the temptation to overtrade on momentum. By replaying authentic sessions in a simulated environment, learners build psychological resilience and refine their process without risking real capital—transforming historical volatility into a training ground for future market challenges.