S&P 400 MidCap Uptrend Replay (1982-08-12 to 1983-06-24)
Replay the S&P 400 MidCap uptrend from 1982-10-01 to 1983-05-04, watching the index climb 38.2% across 150 daily bars. You step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1982-10 to 1983-05 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 4.1% and a 39.2% run-up.
- Max drawdown
- −4.1%
- Max run-up
- +39.2%
- Duration
- 215 days
- Largest single-day move
- +2.8%
- 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 early 1980s marked a pivotal transition for US equities, and the S&P 400 MidCap index captures a remarkable chapter in that story. From October 1982 through May 1983, mid-cap stocks staged a powerful advance that rewarded investors who could stay the course through volatility. This 150-bar journey represents a textbook case study in sustained momentum, offering traders a contained environment to practice discipline during a genuine historic uptrend. The era itself was transformative for American markets, setting the stage for the long-term bull cycle that would define the decade.
The numbers tell a compelling tale of steady appreciation. The index climbed from 37.07 to 51.23, translating to a 38.2% gain that significantly outpaced broader market expectations of the period. Notably, the advance remained orderly, with the largest single-bar move reaching just 2.8%, suggesting controlled buying pressure rather than speculative frenziness. The maximum drawdown of 4.1% underscores how even strong uptrends require tolerance for temporary setbacks. Participants faced 11 decision points across this span, with 4 critical junctures demanding particularly careful judgment about entries, exits, and position sizing.
For decision trainers, this scenario distills essential lessons about process over prediction. The modest 4.1% peak-to-trough decline reminds us that drawdowns are inevitable even in favorable conditions, testing whether traders will abandon sound strategies under pressure. The limited single-day volatility encourages focus on trend-following mechanics rather than short-term speculation. By replaying authentic 1980s price action with real consequences for simulated choices, learners develop the emotional equilibrium needed to capture substantial moves while respecting risk parameters. History becomes the laboratory where judgment is forged.
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