S&P 600 SmallCap Uptrend Replay (2021-09-21 to 2021-11-08)
Replay a 70-bar S&P 600 SmallCap stretch from August 25 to December 2, 2021, including a 9.7% drawdown along the way. Step through each trading day, weigh in at the 11 decision points, and receive an AI coach review of your simulated choices.
70 daily bars · 11 decision points · 2021-08 to 2021-12 · Stocks
Key facts
This window spans 99 days with a peak-to-trough drawdown of 9.7% and a 12.1% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +12.1%
- Duration
- 99 days
- Largest single-day move
- −3.8%
- Bars
- 70 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 late summer and fall of 2021 presented a nuanced challenge for market participants. This 70-bar replay spans August 25 to December 2, 2021, capturing a segment of the 2020s decade where small-cap stocks navigated a complex environment. The modest headline return of 0.4% over the full period masks a more turbulent journey beneath the surface.
The price progression from 111.2 to 111.7 tells only part of the story. The most striking feature was the 9.7% maximum drawdown that tested portfolio resilience along the way, while a single day saw a 3.8% swing—the largest daily move in the dataset. Across the replay, 11 decision points were embedded, including 4 critical junctures where directional conviction and risk management converged. This asymmetry between the flat closing price and the volatility endured makes the period a fertile training ground.
For decision training, this replay isolates several core competencies. First, the gap between modest returns and significant intraperiod losses forces disciplined risk calibration. Second, the single-bar moves of 3.8% demand clear pre-commitment rules to avoid reactive decisions under pressure. Third, the 4 critical points ask participants to justify entries and exits on process rather than outcome, reinforcing probabilistic thinking. The flat overall result teaches that survival and capital preservation during turbulent stretches are themselves legitimate strategic outcomes.