S&P 400 MidCap Uptrend Replay (1998-01-12 to 1998-04-22)
Replay the S&P 400 MidCap uptrend from 1997-11-18 to 1998-06-10, watching the index climb 11.9% across 140 daily bars. Step through every trading day, face 11 decision points, and receive an AI coach review of your simulated choices.
140 daily bars · 11 decision points · 1997-11 to 1998-06 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 7.1% and a 22.2% run-up.
- Max drawdown
- −7.1%
- Max run-up
- +22.2%
- Duration
- 204 days
- Largest single-day move
- −3.2%
- Bars
- 140 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, representing mid-sized U.S. companies, enters a significant uptrend period from late 1997. This 140-day replay spans from November 18, 1997 to June 10, 1998—a time when markets were navigating post-Asian financial crisis dynamics and shifting monetary policy expectations. Participants face the challenge of capturing upside while managing the psychological pressures of an emerging bull move.
The index advances from 319.79 to 357.98, delivering an 11.9% gain over the full period. However, this steady climb included a 7.1% maximum drawdown and occasional volatile single-day moves of up to 3.2%, creating moments where conviction would be tested. Navigating through 11 decision points—4 deemed critical—traders would have needed disciplined processes to maintain positions through turbulence.
This scenario sharpens decision-making under uncertainty, highlighting how risk management and emotional discipline matter as much as market direction. The drawdown and volatile swings demonstrate that profitable trends do not move linearly, testing whether traders can stick to their plans when pressure mounts. For training purposes, the key questions become: How do you build conviction in a trend without overextending? How do you distinguish normal pullbacks from warning signals? The 1990s mid-cap boom offers a clean laboratory for examining these timeless challenges.