S&P 600 SmallCap Uptrend Replay (2009-04-07 to 2009-05-08)
Replay the S&P 600 SmallCap uptrend across 46 daily bars from March 20 to May 26, 2009, capturing a 26.7% close-to-close move. Step through each decision point, weigh the 8.1% drawdown risk, and receive an AI coach review in a simulated, educational environment.
46 daily bars · 9 decision points · 2009-03 to 2009-05 · Stocks
Key facts
This window spans 67 days with a peak-to-trough drawdown of 8.1% and a 30.2% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +30.2%
- Duration
- 67 days
- Largest single-day move
- +8.4%
- Bars
- 46 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 early 2009, financial markets were emerging from one of the most severe downturns in decades. The S&P 600 SmallCap index, representing smaller U.S. companies historically sensitive to economic cycles, offered traders a high-beta window into potential recovery dynamics. This replay covers 46 daily bars from March 20 to May 26, 2009, a period when sentiment was shifting but uncertainty remained elevated. Participants face the challenge of navigating a market that could surge violently yet still experience meaningful pullbacks, testing conviction and discipline.
The index advanced from 17.33 to 21.96, delivering a 26.7% close-to-close return over roughly two months. However, this trajectory was far from straight. The maximum drawdown reached 8.1%, reminding participants that even powerful trends correct. A single session moved as much as 8.4%, illustrating the volatility inherent in small-cap leadership during market reversals. Nine decision points punctuate this span, with three flagged as critical moments requiring careful assessment of risk versus reward in real time.
This replay teaches that capturing trending moves demands both position management and emotional resilience. The 8.1% drawdown and 8.4% single-bar swings test whether traders will abandon positions during normal fluctuations or maintain conviction through noise. Small-cap rallies during market reversals often feature sharp rotations, making the three critical decisions especially valuable for practicing entry timing, stop discipline, and size calibration without real capital at risk.