S&P 400 MidCap Downtrend Replay (1983-09-26 to 1984-07-24)
Replay a 150-day mid-cap correction from 1983-11-04 to 1984-06-08, when the S&P 400 MidCap fell -9.4% and endured a 15.8% drawdown. You navigate 11 daily decision points, receive an AI coach review of your choices, and learn from history in a simulated, educational environment.
150 daily bars · 11 decision points · 1983-11 to 1984-06 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 15.8% and a 5.0% run-up.
- Max drawdown
- −15.8%
- Max run-up
- +5.0%
- Duration
- 217 days
- Largest single-day move
- +1.8%
- 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 S&P 400 MidCap index entered November 1983 at a critical juncture. Mid-cap stocks had been riding a wave of optimism through the early 1980s bull market, but underlying vulnerabilities were forming. The scenario recreates 150 trading days from November 4, 1983 to June 8, 1984 — a period when the market's confidence would be tested by mounting pressures that demanded disciplined navigation.
What unfolded was a grinding correction: the index closed the period at 46.9 from 51.75, a decline of 9.4%. The journey was far more turbulent than the endpoint suggests, with maximum drawdown reaching 15.8% and volatility punctuated by single-day moves of up to 1.8%. Participants face 11 decision points across this landscape, including 4 critical junctures where positioning decisions carried outsized consequence.
This replay distills the core challenge of managing through a mid-cap correction: distinguishing between temporary dislocations and structural breaks, sizing positions appropriately given a 15.8% drawdown environment, and maintaining decision-making discipline when daily fluctuations create psychological noise. The scenario strips away hindsight, forcing learners to act from information available in the moment — the only honest way to build genuine market judgment.