S&P 400 MidCap Uptrend Replay (1998-10-08 to 1999-01-06)
Replay 124 daily bars of the S&P 400 MidCap from 1998-08-24, a stretch that delivered a 9.9% close-to-close gain alongside a 15.4% drawdown. Step through 11 decision points, four of them critical, and receive an AI coach review of your simulated choices.
124 daily bars · 11 decision points · 1998-08 to 1999-02 · Stocks
Key facts
This window spans 179 days with a peak-to-trough drawdown of 15.4% and a 43.2% run-up.
- Max drawdown
- −15.4%
- Max run-up
- +43.2%
- Duration
- 179 days
- Largest single-day move
- −6.3%
- Bars
- 124 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 entered the fall of 1998 at a moment when mid-cap stocks were navigating a particularly uncertain landscape. From October 1998 through early January 1999, investors faced the challenge of positioning themselves in an asset class that was simultaneously vulnerable to broader market swings yet distinct in its individual dynamics. The era was defined by the aftermath of global financial turbulence, making every allocation decision feel consequential for portfolio outcomes.
Over this stretch, the index moved from 326.33 to 358.58, translating to a 9.9% close-to-close gain. Yet that headline number obscures a more demanding reality: a maximum drawdown of 15.4% tested investor conviction along the way, and a largest single-bar move of 6.3% ensured that calm nerves would be essential. Navigating 11 decision points, with 4 deemed critical, demanded both analytical precision and psychological resilience.
This replay teaches that survival in volatile markets requires disciplined process over confident prediction. The gap between the ultimate return and the journey to achieve it underscores why managing drawdown risk matters more than chasing returns. Participants learn to recognize that emotional discipline during sharp pullbacks separates those who capture long-term gains from those who exit prematurely, making AI coach feedback on simulated choices particularly valuable for building sound decision habits.
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