S&P 400 MidCap Uptrend Replay (1995-12-18 to 1996-05-20)
Replay the S&P 400 MidCap uptrend with a 10.9% advance across 150 daily bars from November 1995. You navigate 11 decision points—4 critical—turning a calm mid-cap rally into a hands-on study of historical market behavior, with an AI coach reviewing your choices in simulated training.
150 daily bars · 11 decision points · 1995-11 to 1996-06 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 5.4% and a 16.6% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +16.6%
- Duration
- 217 days
- Largest single-day move
- −2.7%
- 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 scene takes us to the US equity market of the 1990s, where the S&P 400 MidCap index offered a window into an asset class often overshadowed by its larger peers. The replay spans 150 trading days, beginning in mid-November 1995 and extending into the summer of 1996, a period when economic expansion was quietly reshaping investor assumptions about risk and reward. For those training in market decision-making, the question was straightforward yet profound: how does one navigate a steadily climbing market without second-guessing every pullback or overextending at each advance?
What unfolded was instructive rather than dramatic. The index rose from 213.34 to 236.56, a gain of 10.9%—a solid return by any measure, yet one arrived at through turbulence rather than linear ascent. The maximum drawdown of 5.4% and a largest single-bar move of 2.7% punctuated the trajectory with moments of uncertainty, creating 11 decision points across the replay, of which 4 were flagged as critical. Each of these junctures demanded a judgment call: hold, adjust, or reassess. The cumulative effect was a study in how modest volatility can stress-test conviction even within a clear directional trend.
For decision trainees, this replay is a reminder that profitable outcomes do not simplify the decision process. The 10.9% return was not inevitable; it required navigating a 5.4% drawdown and reacting to 2.7% intraday shocks without abandoning disciplined process. The 4 critical moments stripped away abstraction, forcing participants to confront risk management, position sizing, and emotional control in real time. This is the enduring lesson of historical market replay: outcomes may be recorded, but the decisions that shape them are what we train to master.
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