S&P 400 MidCap Uptrend Replay (1995-10-10 to 1995-12-04)
Replay the 1995 S&P 400 MidCap uptrend across 78 daily bars, where the index inched from 217.28 to 218.68. Step through 11 decision points and receive an AI coach review after each simulated trading day.
78 daily bars · 11 decision points · 1995-09 to 1996-01 · Stocks
Key facts
This window spans 112 days with a peak-to-trough drawdown of 5.3% and a 6.3% run-up.
- Max drawdown
- −5.3%
- Max run-up
- +6.3%
- Duration
- 112 days
- Largest single-day move
- −2.0%
- Bars
- 78 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 in the autumn of 1995 presented traders with a classic test of patience and discipline. This replay spans 78 daily bars from September 12, 1995 to January 2, 1996, placing participants in the late-year market of the 1990s where mid-cap stocks were grinding through a narrow channel. The scenario offers 11 decision points, including 4 critical junctures, asking traders to find conviction in what appeared to be an uninspiring sideways drift.
The index closed the period at 218.68 from an opening of 217.28, a gain of just 0.6% that belies the journey. Beneath this modest aggregate move lay a maximum drawdown of 5.3%, meaning portfolios could have experienced significant interim losses despite the ultimately positive outcome. The largest single-bar move of 2.0% underscores that even quiet markets produce sharp intraday spikes capable of testing emotional resolve. Participants who focused only on the headline 0.6% return would have missed the real story of volatility buried within.
This scenario excels as a training ground for managing expectation versus reality in trending markets. The narrow net gain forces traders to confront whether the potential reward justifies holding through a 5.3% pullout. Process discipline becomes paramount: cutting winners too early or extending losers beyond comfort levels both erode performance in such compressed moves. Psychologically, the replay teaches that uninspiring price action can still demand rigorous decision-making, and that survival through drawdowns is what enables participation in the eventual drift higher.
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