S&P 600 SmallCap Uptrend Replay (2005-04-28 to 2005-08-02)
Replay the S&P 600 SmallCap uptrend across 134 daily bars ending at 28.89. You step through each session, navigate 11 decision points, and receive AI coach feedback in a simulated educational environment.
134 daily bars · 11 decision points · 2005-03 to 2005-09 · Stocks
Key facts
This window spans 193 days with a peak-to-trough drawdown of 9.0% and a 19.0% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +19.0%
- Duration
- 193 days
- Largest single-day move
- −2.2%
- Bars
- 134 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
The S&P 600 SmallCap index in the 2000s represented a distinct segment of the US equity market, often behaving differently from its larger-cap counterparts. This replay spans the period from April 28, 2005 to August 2, 2005, placing participants in the middle of a sustained small-cap uptrend. The historical context matters: understanding how this segment moved during a seemingly straightforward directional period provides valuable insight into the nuances of small-cap behavior.
Across 134 daily bars, the index moved from 27.04 to 28.89, delivering a 6.8% gain. However, this trajectory was not smooth—a maximum drawdown of 9.0% tested any participant holding through the advance. The largest single-bar move of 2.2% underscores the episodic volatility even within a trending market. Navigating these 11 decision points, with 4 identified as critical junctures, required participants to act deliberately rather than passively.
For decision training, this replay illustrates that trending markets demand active risk management. A 9.0% drawdown within a 6.8% net gain highlights how staying positioned through volatility can erode returns. The 4 critical decision points force deliberate choices about entry, scaling, and exit—skills transferable to any market. This historical episode, replayed in a simulated educational environment, offers a grounded case study in process discipline, risk calibration, and the psychology of holding through adverse swings.