S&P 600 SmallCap Downtrend Replay (2006-05-09 to 2006-06-13)
Replay a 2006 S&P 600 SmallCap correction spanning 50 daily bars with a 12.8% max drawdown. Step through each authentic trading day, navigate nine decision points, and receive an AI coach review—simulated capital, educational only.
50 daily bars · 9 decision points · 2006-04 to 2006-06 · Stocks
Key facts
This window spans 70 days with a peak-to-trough drawdown of 12.8% and a 5.8% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +5.8%
- Duration
- 70 days
- Largest single-day move
- +3.5%
- Bars
- 50 Daily bars
- Decision points
- 9
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 spring of 2006, the S&P 600 SmallCap index entered a notable correction phase. This replay spans 50 daily bars from late April through late June, placing participants directly into the day-to-day mechanics of a market segment known for its volatility sensitivity. The index had been trading at 33.04 when this correction began, and participants entering the scenario faced the challenge of navigating a market where small-cap stocks were under pressure. The educational stakes centered on decision-making under deteriorating conditions, not on predicting the bottom.
The price action delivered a clear -6.6% decline over the period, closing at 30.87. However, the full impact was more severe when measured from peak to trough—the maximum drawdown reached 12.8%, nearly double the net closing loss. The largest single-bar move of 3.5% demonstrated that individual days could produce outsized swings, adding psychological pressure to position management. Throughout the 50-day window, participants encountered nine decision points, three of which the replay designated as critical moments where directional conviction was most tested. These inflection points forced participants to choose between holding, adjusting, or exiting.
This correction replay strips away hindsight and asks participants to manage risk in real time. The gap between the net decline and maximum drawdown illustrates why disciplined position sizing and stop-loss discipline matter more than directional accuracy. Nine decision points across 50 bars means a meaningful choice roughly every five trading days—enough frequency to reveal whether a participant has a repeatable process or is merely reacting. The psychological dimension surfaces most clearly at the 12.8% drawdown level, where staying the course or cutting losses both carry costs. This scenario teaches that surviving corrections with a sound process is what prepares traders for the next trend.
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