S&P 600 SmallCap Uptrend Replay (2016-06-27 to 2016-09-07)
Replay a 7.9% max drawdown phase of the S&P 600 SmallCap and decide how you would have acted. Walk through 102 daily bars, tackle 11 decision points, and receive an AI coach review of your simulated choices.
102 daily bars · 11 decision points · 2016-05 to 2016-10 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 7.9% and a 14.4% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +14.4%
- Duration
- 146 days
- Largest single-day move
- −3.8%
- Bars
- 102 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 the summer of 2016, the S&P 600 SmallCap index entered a notable phase within the broader 2010s US equity market. The replay period spans 2016-06-27 to 2016-09-07, capturing a section of market activity where small-cap stocks were navigating an environment that demanded careful positioning. For traders and investors replaying this scenario, the question was not simply whether to be long or short, but how to manage exposure through a period of shifting sentiment and embedded uncertainty.
The data reveals a net gain of 11.1%, with the close moving from 55.07 to 61.21 across 102 daily bars. However, this trajectory was not a smooth ascent. The phase featured a maximum drawdown of 7.9% and a largest single-bar move of 3.8%, indicating that volatility was a recurring presence. Participants faced 11 decision points throughout this window, with 4 designated as critical junctures where directional conviction and risk management were most severely tested.
This replay ultimately serves as a process laboratory. The interplay between the 7.9% drawdown and the 3.8% single-day swings reinforces that gains do not arrive linearly, and that position sizing, stop discipline, and emotional regulation are as important as directional conviction. By confronting these 11 decision points without the benefit of hindsight, users can sharpen their judgment under uncertainty and develop more robust frameworks for navigating analogous environments in live markets.