S&P 400 MidCap Uptrend Replay (2001-09-21 to 2002-01-04)
Replay 146 daily bars from July 2001 to February 2002 as the S&P 400 MidCap navigates a 1.7% net rise capped by a 21.3% drawdown. Step into 11 decision points, where 4 are critical, and review each choice with an AI coach in a simulated, educational environment.
146 daily bars · 11 decision points · 2001-07 to 2002-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 21.3% and a 28.1% run-up.
- Max drawdown
- −21.3%
- Max run-up
- +28.1%
- Duration
- 217 days
- Largest single-day move
- −4.8%
- Bars
- 146 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 enters a turbulent period spanning from July 2001 to February 2002, encompassing the aftermath of the September 11 attacks and the subsequent market recovery. Investors faced a landscape of heightened uncertainty as valuations reset and sector rotations accelerated. This era tested the resolve of anyone managing mid-cap exposure, requiring careful navigation between falling prices and emerging opportunities. The replay captures 146 daily bars of authentic price action during this pivotal moment in market history.
The index closed the period at 507.98, representing a modest 1.7% gain from its July starting point of 499.42. Beneath this flat net performance lay significant turbulence: a maximum drawdown of 21.3% tested portfolio endurance, while individual sessions saw swings reaching 4.8%. Participants encounter 11 decision points across the replay, with 4 marked as critical junctures where positioning choices carried heightened consequence. These numbers illustrate the gap between headline returns and lived experience—the reality that survival often demands more than simply picking a direction.
This replay trains traders to recognize that headline performance obscures the true test: managing through severe drawdowns without abandoning sound strategy. The critical decision points replicate real moments where conviction gets punished by volatility. Success here requires defining risk tolerance before positions are tested, maintaining systematic discipline when emotions spike, and distinguishing between temporary price dislocations and genuine structural shifts. By confronting 21.3% drawdowns in simulation, traders develop the psychological resilience and framework necessary when real capital faces similar pressure. The challenge is not selecting the correct direction but sustaining disciplined process through periods when conviction is tested.