S&P 400 MidCap Downtrend Replay (1986-07-03 to 1986-08-06)
Replay a 1986 S&P 400 MidCap slide with a 7.6% drawdown across 48 daily bars. Step through each session, face nine decision points including three critical ones, and review your choices with the AI coach in a simulated training environment.
48 daily bars · 9 decision points · 1986-06 to 1986-08 · Stocks
Key facts
This window spans 66 days with a peak-to-trough drawdown of 7.6% and a 6.2% run-up.
- Max drawdown
- −7.6%
- Max run-up
- +6.2%
- Duration
- 66 days
- Largest single-day move
- −2.3%
- Bars
- 48 Daily bars
- Decision points
- 9
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
In the summer of 1986, mid-cap stocks commanded serious institutional attention as the S&P 400 MidCap Index navigated a period of acute stress. Over 48 trading days spanning mid-June through late August, participants faced a textbook correction scenario in the 1980s market landscape. The mission was clear: understand how a seemingly resilient segment of the market could deliver meaningful downside while maintaining longer-term structure, and develop the judgment needed to respond appropriately when volatility accelerated.
The numbers reveal the tension. The index closed the period at 79.31, up 1.7% from its 77.96 starting point, yet this modest net gain masked a 7.6% maximum drawdown along the way. The largest single session move hit 2.3%, underscoring how corrections can deliver sharp individual shocks even when the ultimate outcome appears benign. Nine decision points punctuated this replay, with three critical inflection moments where positioning and risk management choices carried amplified consequences.
This scenario excels as a training vehicle because it separates outcome from process. The final 1.7% gain could mislead casual observers, but the 7.6% peak-to-trough swing tells the real story of what participants endured. Navigating corrections demands disciplined risk calibration, emotional equilibrium under drawdown pressure, and the humility to recognize that temporary setbacks and final outcomes are fundamentally different metrics. The 1980s mid-cap correction offers a pure laboratory for developing these instincts.
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