S&P 600 SmallCap Downtrend Replay (2002-04-16 to 2002-07-23)
Replay a brutal 2002 small-cap downtrend on the S&P 600 with a 29.5% peak-to-trough drawdown across 138 daily bars. Walk through every session, tackle 4 critical decision points, and receive AI coach feedback in a fully simulated, educational setting.
138 daily bars · 11 decision points · 2002-02 to 2002-09 · Stocks
Key facts
This window spans 197 days with a peak-to-trough drawdown of 29.5% and a 15.5% run-up.
- Max drawdown
- −29.5%
- Max run-up
- +15.5%
- Duration
- 197 days
- Largest single-day move
- +5.5%
- Bars
- 138 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 2002 the S&P 600 SmallCap was navigating the tail end of the dot-com wreckage, with sentiment stretched thin across every asset class. This replay covers 138 daily bars from late February through early September, placing you inside the market as it transitioned from a fragile bounce into a sustained downtrend that would define the spring and summer of that year. The scenario is scoped to a specific brutal leg between April 16 and July 23, 2002, where the index's peak-to-trough exposure reached 29.5%, making it a genuine crash environment rather than a routine pullback. Four critical decision points are embedded in the sequence, each demanding a clear risk response.
The closing level fell from 18.9 to 16.81, translating into an overall decline of -11.1% across the full dataset window. The depth of the move is better captured by the 29.5% maximum drawdown, illustrating how a combination of consecutive down days and sharp single-bar reversals can erode capital far beyond the headline percentage. The largest single-bar swing hit 5.5%, a figure that would have triggered stop-loss logic or required real-time sizing decisions for any active participant. Across the 138-bar stretch, eleven discrete decision points are presented, four of which are flagged as critical nodes where directional conviction or risk management posture would have carried outsized consequence.
What this replay ultimately tests is not prophecy but process. Facing a 29.5% drawdown in a simulated environment forces the learner to confront how they define acceptable loss, when they tighten position size, and whether they allow recent price action to distort forward judgment. Eleven decision points mean eleven moments to practice discipline; the four critical junctures are designed to surface the gap between a plan and its execution under pressure. The educational value lies in recognizing that surviving a crash of this magnitude depends less on predicting the bottom and more on maintaining the risk framework that keeps you in the game long enough for the next regime to arrive. The 2000s decade context reminds us that such episodes are not anomalies but recurring features of small-cap equity cycles.