S&P 400 MidCap Uptrend Replay (1988-11-21 to 1989-10-09)
Replay the S&P 400 MidCap's 1989 uptrend across 150 daily bars, where the index climbed 25.4% from 84.05 to 105.36. Step through each decision point day-by-day in a simulated environment and receive an AI coach review of your choices for educational practice.
150 daily bars · 11 decision points · 1989-01 to 1989-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 2.5% and a 25.9% run-up.
- Max drawdown
- −2.5%
- Max run-up
- +25.9%
- Duration
- 215 days
- Largest single-day move
- +1.9%
- 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 400 MidCap index began 1989 as a significant force in the American equity market, representing the mid-cap companies that balanced the stability of large-caps with the growth potential of smaller enterprises. This replay transports decision-makers to the 1980s bull market era, challenging them to navigate 150 trading days between January 13 and August 16, 1989. The scenario presents 11 carefully constructed decision points, 4 of which are marked as critical, where each choice could mean the difference between capturing the full move or watching from the sidelines.
What unfolded was a sustained climb: the index rose from 84.05 to 105.36, delivering a 25.4% gain over eight months. Remarkably, the journey featured a maximum drawdown of only 2.5% and the largest single-day move never exceeded 1.9%. This low-volatility ascent provided a relatively smooth canvas for strategy, yet the scarcity of dramatic pullbacks meant that participants had to resist the temptation to overmanage positions or second-guess the trend. Every entry and exit carried weight.
This replay distills essential lessons for traders: the discipline to maintain exposure during a trend, the humility to accept modest daily fluctuations, and the judgment to distinguish routine noise from genuine warning signals. With 11 decision points embedded across the dataset, participants practice calibrating conviction against risk. The experience demonstrates that even in forgiving market conditions, process matters more than outcome, and that psychological resilience—the ability to stay the course without becoming reckless—forms the foundation of consistent decision-making under uncertainty.