S&P 400 MidCap Uptrend Replay (2001-04-04 to 2001-05-21)
Replay a 9.0% climb in the S&P 400 MidCap from March to June 2001 across 66 daily bars, navigating 5.2% single-session swings and an 9.8% drawdown. Walk through 11 decision points with four critical calls, then receive an AI coach review of your simulated choices.
66 daily bars · 11 decision points · 2001-03 to 2001-06 · Stocks
Key facts
This window spans 93 days with a peak-to-trough drawdown of 9.8% and a 26.1% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +26.1%
- Duration
- 93 days
- Largest single-day move
- +5.2%
- Bars
- 66 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 early 2001 occupied a peculiar niche as the post-dot-com reckoning reshaped American equity markets. From March 12 to June 13, 2001, this mid-cap gauge spanned 66 daily bars across a period when investors grappled with earnings disappointments, Federal Reserve signaling, and shifting sector leadership. The decade covered was the 2000s, and the scenario posed the question of how one might navigate a market that seemed directionless yet ultimately delivered gains.
What unfolded was a 9.0% climb from 478.13 to 521.04, yet one that offered no straight path. The largest single-bar move reached 5.2%, testing conviction with sudden reversals, while the maximum drawdown of 9.8% meant portfolios could easily slip into losses before recovering. Across 11 decision points, including 4 critical ones, participants confronted the classic dilemma of whether to hold during drawdowns, add into volatility, or lock in partial gains. The tension between trend-following and mean-reversion strategies played out bar by bar.
This replay ultimately teaches that process discipline matters more than prophecy in uncertain markets. Navigating a 9.8% drawdown without abandoning a sound framework separates skilled decision-makers from reactive ones. The 5.2% single-session moves remind us that volatility itself is neutral; only our response to it carries meaning. For training purposes, the value lies in confronting those 4 critical decision points, examining where conviction was tested, and building the psychological resilience required to execute a plan when the outcome remains unknown.