S&P 600 SmallCap Uptrend Replay (2010-07-06 to 2010-07-26)
Replay a 30-bar S&P 600 SmallCap uptrend where price climbed 3.3% from 28.36 to 29.3 between June 23 and August 4, 2010. Walk through seven decision points, face three critical calls, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2010-06 to 2010-08 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 7.8% and a 12.1% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +12.1%
- Duration
- 42 days
- Largest single-day move
- −3.5%
- 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 S&P 600 SmallCap index entered a volatile recovery period in the summer of 2010, with market participants navigating uncertain economic signals and sector rotations. During this 30-bar window spanning late June to early August, small-cap stocks presented both opportunity and risk, as the asset class historically exhibits higher volatility than large-cap counterparts. Seven decision points were embedded within this replay, three of which represented critical junctures where positioning and risk management would be tested by sudden shifts in momentum and sentiment.
Over the 30 trading days from June 23 to August 4, 2010, the index rose 3.3% from 28.36 to 29.3, but the path was far from linear. Participants faced a maximum drawdown of 7.8% during this period, alongside a largest single-bar move of 3.5%, illustrating how compressed gains can coexist with significant intraday turbulence. The journey tested whether traders could stay disciplined through pullbacks while maintaining exposure to the emerging uptrend.
This replay teaches that process trumps outcome in volatile markets. The 7.8% drawdown forces confrontation with loss aversion, while the seven decision points train pattern recognition under uncertainty. Participants learn that small-cap volatility demands robust risk frameworks, pre-defined entry and exit criteria, and emotional regulation when a 3.5% single-bar move tests conviction. The three critical junctures become psychological classrooms for refining decision-making discipline rather than chasing profits.
Featured in the archive