S&P 600 SmallCap Downtrend Replay (2011-04-29 to 2011-06-13)
Step into a 62-bar S&P 600 SmallCap correction spanning 2011-04-06 to 2011-07-05, where prices traced a modest 0.3% net move but an 8.7% drawdown. You replay each daily bar, face 11 decision points, and receive an AI coach review of your choices in this simulated market training.
62 daily bars · 11 decision points · 2011-04 to 2011-07 · Stocks
Key facts
This window spans 90 days with a peak-to-trough drawdown of 8.7% and a 8.5% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +8.5%
- Duration
- 90 days
- Largest single-day move
- −3.0%
- Bars
- 62 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
The S&P 600 SmallCap index during April through July 2011 represented a segment of the US equity market known for higher volatility and sensitivity to domestic economic conditions. This 62-bar replay window captures a period where small-cap stocks navigated mixed signals from an uneven economic recovery, lingering post-crisis uncertainty, and shifting risk sentiment. Participants face the challenge of managing positions through a correction phase without the benefit of hindsight.
The data span from 2011-04-06 to 2011-07-05 saw the index close at 37.28, ending at 37.38, representing a mere 0.3% net gain. However, this masks significant turbulence: an 8.7% maximum drawdown occurred during the replay, with individual days seeing moves of up to 3.0%. This disconnect between flat overall result and substantial intermediate swings created 11 decision points, with 4 deemed critical moments requiring careful risk assessment.
This scenario teaches that apparent stability can conceal considerable risk beneath the surface. Participants learn to manage positions when the ending price barely differs from the starting point yet intermediate volatility creates real exposure. The training emphasizes process over outcome, building discipline to stick to risk parameters even when short-term moves appear deceptive. Decision training in this environment develops the psychological resilience needed to navigate markets where the difference between profit and loss hinges on managing drawdowns rather than capturing trending moves.