S&P 600 SmallCap Uptrend Replay (2011-10-03 to 2011-10-27)
Replay a 38-bar 2011 S&P 600 SmallCap stretch where the index climbed from 31.67 to 32.84, while still absorbing a 12.2% drawdown. You walk through each daily decision point, defend your calls under pressure, and receive an AI coach review of every move you make.
38 daily bars · 7 decision points · 2011-09 to 2011-11 · Stocks
Key facts
This window spans 51 days with a peak-to-trough drawdown of 12.2% and a 24.8% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +24.8%
- Duration
- 51 days
- Largest single-day move
- +6.6%
- Bars
- 38 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 autumn of 2011 found small-cap investors in a precarious position. The broader market had spent months digesting sovereign debt fears, fiscal cliff anxieties, and conflicting economic signals. Against this backdrop, the S&P 600 SmallCap index represented a segment known for sensitivity to domestic growth prospects—making it a particularly demanding arena for decision training during an uncertain recovery. Participants stepping into this replay would face the challenge of navigating price action where the direction was not obvious and volatility remained elevated.
The data span from September 19 to November 9, 2011 captured 38 daily bars of authentic price behavior. The index ultimately climbed from 31.67 to 32.84, translating into a modest 3.7% gain—but this headline number obscured a more complex journey. A maximum drawdown of 12.2% tested any participant holding through the pullback, while a single-day move of 6.6% demonstrated that volatility could strike without warning. Seven decision points peppered the period, with three deemed critical, inviting participants to articulate and defend their positions under real market pressure.
This replay teaches that process and psychology matter as much as market direction. The modest net gain alongside a significant drawdown illustrates why position sizing and risk management cannot be afterthoughts. Participants must confront the emotional challenge of staying disciplined when the tape tests their conviction, while learning to evaluate whether each critical decision point was approached with a clear thesis and defined exit criteria. The lesson is not about calling every turn, but about building a repeatable decision framework that survives imperfect conditions.