S&P 600 SmallCap Uptrend Replay (2013-04-18 to 2014-01-22)
Replay a powerful 16.5% S&P 600 SmallCap climb across 150 daily bars from 2013-05-17 to 2013-12-18. Make your own calls at each of the 11 decision points, then review every choice with the AI coach in a fully simulated training environment.
150 daily bars · 11 decision points · 2013-05 to 2013-12 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 4.4% and a 22.4% run-up.
- Max drawdown
- −4.4%
- Max run-up
- +22.4%
- Duration
- 215 days
- Largest single-day move
- −2.4%
- 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 in the 2010s represented a dynamic corner of the US equity market, where smaller companies could deliver meaningful moves when sentiment aligned. The period from 2013-05-17 to 2013-12-18 captures seven months of sustained ambition in this space, with 150 daily bars creating a dense decision environment. For traders and investors, the stakes were clear: capture directional momentum while respecting the tighter liquidity and higher operational risk that small-caps can present. The boom classification signals a phase where price action carried conviction and momentum indicators likely favored the long side.
Over those 150 sessions, the close moved from 46.03 to 53.62, delivering a 16.5% return that stacked up well against broader market benchmarks. The journey was not monotonic; a maximum drawdown of 4.4% reminded participants that even in favorable trends, pullbacks arrive without invitation. The largest single-bar move of 2.4% set the upper bound for daily volatility expectations during the period. Eleven decision points punctuated the timeline, four of which were flagged as critical, inviting participants to test their timing and conviction at moments when the directional thesis was most contested.
This replay session rewards process discipline over outcome prediction. Participants must navigate entry and exit choices knowing that the 4.4% drawdown could arrive unannounced, and that a 2.4% single-day swing demands sizing awareness. The four critical points function as psychological crucibles, testing whether a participant will hold conviction under pressure or capitulate prematurely. Decision training here centers on building the habits that survive volatility rather than those that only succeed in smooth markets.
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