S&P 600 SmallCap Uptrend Replay (2009-03-09 to 2009-03-26)
Replay a 2009 S&P 600 SmallCap uptrend across 30 daily bars where prices climbed 9.4% despite a 15.8% drawdown. You step through each session, tackle decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2009-02 to 2009-04 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 15.8% and a 31.9% run-up.
- Max drawdown
- −15.8%
- Max run-up
- +31.9%
- Duration
- 41 days
- Largest single-day move
- +8.4%
- Bars
- 30 Daily bars
- Decision points
- 7
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 scenario immerses you in the S&P 600 SmallCap index during the volatile recovery of early 2009. The market had been battered by the financial crisis, and by late February investors were navigating a landscape where optimism and fear coexisted. This 30-bar replay, spanning 2009-02-24 to 2009-04-06, captures a critical period when small-cap stocks began attempting to stabilize and climb, testing the resolve of anyone trying to participate in a nascent rebound.
The index closed the period at 19.57, up from 17.89—a gain of 9.4%. However, that journey was far from smooth. A maximum drawdown of 15.8% tested risk management discipline, while the largest single-day move reached 8.4%, highlighting the volatility inherent in trying to catch a bottom or add positions during a reversal. Seven decision points are embedded in the replay, three of them marked as critical, forcing choices about entry, sizing, and exit under uncertainty.
This scenario teaches that navigating volatile recoveries demands more than directional conviction. The 15.8% drawdown reminds participants that even correct directional calls can be wrecked by poor sizing or emotional reactions. The three critical decision points compress the psychological pressure of real trading into a concentrated learning window: participants must practice distinguishing genuine momentum from bear-market rallies, managing risk across 8.4% single-bar swings, and staying process-oriented when drawdowns mount. Success here is measured not by predicting the market but by executing discipline under pressure—a skill that transfers across decades and market conditions.