S&P 400 MidCap Uptrend Replay (2005-01-24 to 2005-03-07)
Replay 60 daily bars of the S&P 400 MidCap from December 2004 through March 2005, navigating a 5.2% max drawdown within a 1.3% net move. Step through 11 decision points including 4 critical ones, make your choices, and receive an AI coach review of your reasoning in this simulated historical exercise.
60 daily bars · 11 decision points · 2004-12 to 2005-03 · Stocks
Key facts
This window spans 88 days with a peak-to-trough drawdown of 5.2% and a 8.3% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +8.3%
- Duration
- 88 days
- Largest single-day move
- −1.7%
- Bars
- 60 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 provides the backdrop for a nuanced market replay covering the final trading days of 2004 through late March 2005. This 60-bar daily exercise captures a period when mid-cap equities faced a landscape of shifting sentiment and modest directional conviction. Participants entering this scenario confront the fundamental challenge of maintaining disciplined decision-making while the market oscillates within a tight net range.
Over the full data span, the index closed at 664.5 initially and settled at 655.66, yielding a net change of -1.3%. The journey, however, proved far more volatile than the headline figure suggests. Traders navigating this period encountered a maximum drawdown of 5.2% along the way, with the largest single daily bar move reaching 1.7%. These statistics illustrate how compressed net performance can coexist with meaningful intermediate turbulence.
The scenario distills essential lessons in process discipline and psychological resilience. With 11 decision points embedded across the replay, including 4 marked as critical, participants must practice calibrated risk assessment rather than reactive positioning. The tight net outcome against substantial drawdown underscores that survival and sound decision-making often precede eventual returns. For training purposes, this episode rewards those who separate outcome quality from decision quality, cultivating habits that serve long-term market navigation.
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