S&P 400 MidCap Uptrend Replay (1991-11-25 to 1992-02-12)
Replay an authentic 110-trading-day stretch of the S&P 400 MidCap index from late 1991 into early 1992, climbing 9.9%. Step through each daily bar, tackle 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
110 daily bars · 11 decision points · 1991-10 to 1992-03 · Stocks
Key facts
This window spans 159 days with a peak-to-trough drawdown of 5.8% and a 18.2% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +18.2%
- Duration
- 159 days
- Largest single-day move
- −3.3%
- Bars
- 110 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 during the 1990s offers a fascinating window into a period when institutional investors were increasingly exploring the middle-capitalization space for diversification and growth. This replay spans 1991-10-16 to 1992-03-23, covering 110 trading days when mid-cap stocks were carving out a distinct role in portfolio strategy. Participants enter a market where the index had already established a base, with the task of navigating an authentic stretch that would ultimately deliver solid gains while testing conviction at key inflection points.
Over the full data span, the index rose from 134.66 to 148.04, representing a 9.9% advance. The journey was anything but smooth—a maximum drawdown of 5.8% tested resolve during intermediate pullbacks, while the largest single-bar move of 3.3% demanded real-time assessment of whether momentum signaled continuation or exhaustion. Across these 110 daily bars, participants faced 11 decision points, with 4 deemed critical moments where positioning choices carried heightened consequence for portfolio outcomes.
This replay sharpens the ability to distinguish between short-term noise and meaningful trend shifts under authentic market conditions. Managing through the 5.8% drawdown while preserving upside participation hones position sizing discipline and conviction management. The 3.3% single-bar volatility moments train rapid scenario assessment without succumbing to reactive decisions. By confronting these 11 decision points with simulated capital, participants develop more robust frameworks for handling uncertainty, building psychological resilience that transfers across market environments and time periods.