S&P 400 MidCap Uptrend Replay (1991-06-26 to 1991-11-13)
Replay the S&P 400 MidCap from 120.62 to 132.94 across 150 daily bars of 1991. Walk through 11 decision points, including 4 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1991-05 to 1991-12 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 6.1% and a 16.1% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +16.1%
- Duration
- 213 days
- Largest single-day move
- −3.3%
- 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 scenario replays the S&P 400 MidCap index during the early 1990s recovery. In mid-1991, the US market was emerging from recessionary pressures while the Federal Reserve was easing monetary policy. Participants in this replay face the challenge of navigating a mid-cap rally from June 26 to November 13, 1991, managing positions through a period of gradual appreciation interspersed with volatility setbacks. The 150 daily bars span from May 20 to December 19, 1991, encompassing the full trajectory of this upward move.
The index climbed 10.2%, moving from 120.62 to 132.94. The journey was not straight upward: traders endured a maximum drawdown of 6.1% and faced the largest single-bar move of 3.3%, demanding disciplined position management throughout. Across the replay, 11 decision points awaited participants, with 4 critical junctures that tested conviction and risk controls. Each of these moments required traders to choose between holding, adding, or reducing exposure in an environment where the overall trend was positive but punctuated by uncertainty.
This replay sharpens decision-making under ambiguity. The moderate 10.2% gain reminds participants that sustainable trends often advance steadily rather than explosively, rewarding patience over reaction. The 6.1% drawdown illustrates that even favorable environments produce setbacks, testing whether traders can maintain process discipline when positions temporarily move against them. The 3.3% single-bar volatility highlights the importance of sizing and stop logic, ensuring that any single session cannot derail a well-constructed approach. For mid-cap investors, this 1991 case study underscores that distinguishing signal from noise requires both historical awareness and psychological resilience.