S&P 400 MidCap Uptrend Replay (1992-06-25 to 1992-09-14)
Replay the 1992 S&P 400 MidCap uptrend across 112 daily bars with only a 2.2% net close gain. Make your own calls at 11 decision points and receive an AI coach review.
112 daily bars · 11 decision points · 1992-05 to 1992-10 · Stocks
Key facts
This window spans 160 days with a peak-to-trough drawdown of 6.4% and a 8.8% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +8.8%
- Duration
- 160 days
- Largest single-day move
- −1.9%
- Bars
- 112 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
In the summer of 1992, the S&P 400 MidCap index entered a period of modest uncertainty, with 112 trading days spanning from May to October of that year. This was a transitional moment for mid-cap equities, where broader economic signals were mixed and directional conviction was difficult to establish. Eleven decision points were embedded throughout the replay, four of them flagged as critical, challenging participants to navigate shifting momentum without the comfort of a clear trend. The simulation invites traders to experience the real cognitive load of acting under uncertainty in a historical market environment.
What unfolded over those months was a textbook case of range-bound frustration. The index closed the period at 145.85, rising just 2.2% from an opening print of 142.73. During the journey, it endured a maximum drawdown of 6.4%, while the largest single session move amounted to only 1.9%. In other words, there was no dramatic breakout, no panic sell-off—just a grinding, low-volatility grind that tested patience more than skill. Participants who chased momentum likely found themselves repeatedly wrong-footed by the lack of follow-through.
This replay is a powerful reminder that process matters more than outcome in any single window of time. A 2.2% net gain over three months can look meaningless in isolation, yet it was achieved while enduring a 6.4% peak-to-trough decline and navigating eleven judgment calls. The scenario trains traders to manage risk sizing, resist the urge to overtrade in quiet markets, and maintain psychological equilibrium when the market refuses to cooperate with their narrative. Historical accuracy ensures the lesson is grounded, not idealized.
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