S&P 400 MidCap Uptrend Replay (1993-04-26 to 1994-03-18)
Replay the S&P 400 MidCap uptrend from June 1993 to January 1994, where the index climbed 10.0% across 150 daily bars. You navigate 11 decision points, receive AI coach feedback on each, and learn through simulated practice.
150 daily bars · 11 decision points · 1993-06 to 1994-01 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 5.0% and a 10.5% run-up.
- Max drawdown
- −5.0%
- Max run-up
- +10.5%
- Duration
- 213 days
- Largest single-day move
- −1.7%
- 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 captures an often-overlooked corner of the 1990s equity landscape. This replay spans June 1993 to January 1994, 150 trading days that presented a methodical uptrend rather than a speculative frenzy. The scenario challenges you to manage positions through a sustained advance where patience and process mattered more than dramatic calls.
Across the 150 daily bars, the index climbed from 163.73 to 180.11, delivering a 10.0% return. The journey was not a straight line—maximum drawdown reached 5.0% and the largest single-day swing hit 1.7%. These parameters define a market that rewarded steady participation over aggressive trading, with volatility staying contained enough to permit thoughtful position management.
Eleven decision points structure the experience, four flagged as critical moments. This framework tests whether you can maintain discipline when gains arrive gradually and setbacks test conviction. The scenario teaches that in quiet uptrends, process discipline and risk management matter as much as directional calls. Psychology proves equally vital—staying composed during pullbacks and avoiding overconfidence during advances separates effective practitioners from those who trade their emotions rather than the market.
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