S&P 600 SmallCap Uptrend Replay (2012-11-15 to 2013-03-15)
Replay the S&P 600 SmallCap uptrend across 150 daily bars from September 25, 2012 to May 2, 2013, where the index climbed 11.7%. You walk through each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review of every simulated choice.
150 daily bars · 11 decision points · 2012-09 to 2013-05 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 7.8% and a 22.1% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +22.1%
- Duration
- 219 days
- Largest single-day move
- −3.4%
- Bars
- 150 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 entered the final quarter of 2012 as U.S. equity markets stabilized following summer volatility. Between September 25, 2012 and May 2, 2013, this small-cap benchmark would traverse 150 trading days across a period marked by improving economic sentiment and Federal Reserve accommodation. The stage was set for a sustained advance, yet small-cap volatility would test every participant who engaged with this market.
Over the full 150-bar sequence, the index progressed from 38.65 to 43.17, delivering an 11.7% cumulative return. The journey was far from linear—a maximum drawdown of 7.8% interrupted the trend at least once, and individual sessions saw intraday swings reaching 3.4%. These statistics capture the texture of small-cap trading: periods of quiet accumulation punctuated by sharp rotational moves. For those replaying this era, 11 decision points were embedded within the data, with 4 designated as critical junctures where directional conviction would be most severely evaluated.
This replay session trains decision-making under the uncertainty that defines live markets. Participants must navigate drawdowns without abandoning sound process, distinguish between noise and signal in 3.4% single-day moves, and allocate attention across 11 distinct choice nodes. The 4 critical moments particularly reward those who maintain disciplined risk management through adversity—a skill set that transfers beyond any single historical window into ongoing market engagement.
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