S&P 400 MidCap Downtrend Replay (2000-03-31 to 2000-04-14)
Replay the S&P 400 MidCap correction spanning 30 daily bars from March 17 to April 28, 2000, capturing a 13.8% peak drawdown. Step through each session, tackle seven decision points, and receive an AI coach review of your simulated trades.
30 daily bars · 7 decision points · 2000-03 to 2000-04 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 13.8% and a 11.8% run-up.
- Max drawdown
- −13.8%
- Max run-up
- +11.8%
- Duration
- 42 days
- Largest single-day move
- −7.1%
- Bars
- 30 Daily bars
- Decision points
- 7
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
In the spring of 2000, the S&P 400 MidCap index found itself navigating treacherous waters as the technology boom showed early signs of strain. This replay spans 30 daily bars from March 17 to April 28, 2000, placing participants in a market where sharp reversals tested conviction and discipline. The index, a benchmark for mid-cap U.S. equities, faced mounting pressure during this correction period.
The numbers reveal the challenge: the index closed the period at 481.85, down 1.1% from 486.99, yet the journey was far more volatile than the net change suggests. The maximum drawdown reached 13.8%, while the largest single-day move hit 7.1%. Seven decision points—three deemed critical—punctuate the replay, demanding strategic responses to evolving conditions. This gap between modest net decline and severe intra-period swings creates a stern test of risk management.
For decision trainees, this scenario sharpens the distinction between outcome and process. A modest net loss can mask significant intra-period turbulence, teaching that survival through drawdowns matters as much as capture of returns. The seven decision points, including three critical junctures, train participants to act under uncertainty, manage position sizing, and control emotional responses when markets move violently against positions.