S&P 600 SmallCap Uptrend Replay (2020-10-28 to 2021-03-12)
Replay 150 days of S&P 600 SmallCap action from September 2020 to April 2021, climbing 50.9% from 72.14 to 108.89. Step through each session, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2020-09 to 2021-04 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 9.4% and a 70.4% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +70.4%
- Duration
- 217 days
- Largest single-day move
- +4.9%
- 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 traced a powerful uptrend through the final quarter of 2020 and the first quarter of 2021, a period when risk appetite returned forcefully to equity markets following the volatility of early 2020. This replay spans 150 daily bars from September 2020 to April 2021, placing participants inside a market that had already begun its recovery and was now accelerating. The stakes were clear: small-cap stocks were attracting renewed attention, but the path was neither straight nor obvious, demanding disciplined engagement with each session.
The index climbed 50.9% over the period, rising from 72.14 to 108.89. This ascent was not monotonic; the replay captures a maximum drawdown of 9.4%, a reminder that even strong uptrends contain pullbacks that test conviction. The largest single-bar move reached 4.9%, illustrating how intraday volatility can spike unexpectedly. Across the 150 days, participants face 11 decision points, four of which are flagged as critical moments where directional bias, position sizing, or risk management choices carry heightened consequence.
This replay trains decision-makers to navigate sustained momentum without becoming complacent. The relatively contained maximum drawdown of 9.4% offers a benchmark for acceptable retracements during trending periods, while the 4.9% single-bar volatility spike drills the habit of not being whipsawed by noise. The critical decision points cultivate judgment under pressure, forcing participants to reconcile their process with price reality rather than hindsight. Completing this scenario builds the psychological resilience and risk discipline needed to participate meaningfully in historic moves without overextending or second-guessing.