S&P 600 SmallCap Uptrend Replay (2018-04-02 to 2018-08-31)
Replay a 150-bar S&P 600 SmallCap uptrend from Feb 28 to Oct 1, 2018, where prices climbed 13.5% with a mild 6.1% drawdown. Walk through 11 decision points, tackle the 4 critical ones, and receive AI coach feedback in a simulated training environment.
150 daily bars · 11 decision points · 2018-02 to 2018-10 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 6.1% and a 20.0% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +20.0%
- 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 entered a sustained uptrend during the spring and summer of 2018, a period marked by robust risk appetite in the US equity market. Small-cap stocks attracted significant institutional attention as investors sought exposure to domestically focused companies benefiting from tax reforms. This 150-bar replay challenges participants to navigate the complexities of trend-following in the small-cap space, where liquidity constraints and sector rotations can amplify both opportunity and risk.
The data reveals a steady appreciation from 75.74 to 85.94, translating to a 13.5% gain across the 2018-02-28 to 2018-10-01 period. Despite the positive trajectory, the journey was not monotonic—a 6.1% maximum drawdown tested conviction, while a 2.4% largest single-bar move highlighted sudden volatility spikes characteristic of thinner small-cap markets. Participants faced 11 decision points, with 4 critical junctures where directional bias, position sizing, or risk mitigation strategies determined cumulative performance relative to the benchmark.
This replay hones three core competencies: systematic process adherence during trending markets, dynamic risk calibration in the face of drawdowns, and psychological resilience when confronted with sharp intrabar reversals. The 2010s era context underscores how small-cap momentum can materialize rapidly but also reverse equally fast, demanding disciplined framework execution rather than discretionary impulse. Engaging with these decision nodes cultivates experience in balancing conviction with flexibility—a distinction that separates informed practitioners from reactive participants.