S&P 600 SmallCap Uptrend Replay (2011-03-16 to 2011-04-29)
Replay a 2011 S&P 600 SmallCap uptrend across 64 daily bars where the index moved only 0.5% from 36.37 to 36.54. You step through each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review of your choices in this simulated, educational environment.
64 daily bars · 11 decision points · 2011-02 to 2011-05 · Stocks
Key facts
This window spans 91 days with a peak-to-trough drawdown of 5.8% and a 10.2% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +10.2%
- Duration
- 91 days
- Largest single-day move
- +2.5%
- Bars
- 64 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
In early 2011, small-cap stocks attracted renewed attention as investors sought opportunities beyond large-cap indices. The S&P 600 SmallCap covered 64 trading days from mid-February to late May, a period when markets navigated post-recovery uncertainty. Participants entered this scenario to experience the real-time pressure of managing positions through a market that offered little clarity and modest rewards.
The index closed the period at 36.54, a mere 0.5% advance from its opening 36.37—a gain that masks considerable internal turbulence. The maximum drawdown reached 5.8%, while the largest single-day swing hit 2.5%, testing discipline even when the directional move proved minimal. Across the 64 daily bars, 11 decision points emerged, including 4 critical junctures where directional conviction mattered most.
This replay trains the mental game of patient decision-making under false signals. A 0.5% net gain with 5.8% maximum drawdown illustrates how shallow trends punish premature commitment and how volatility alone does not translate to reward. The scenario reinforces that process matters more than outcome in education—learning to manage risk during the drawdown, not just celebrating the final close, builds durable judgment for future market conditions.