S&P 400 MidCap Uptrend Replay (2005-04-15 to 2005-08-02)
Replay 150 daily bars of the S&P 400 MidCap from February 2005, a span in which the index moved from 661.35 with an 8.1% drawdown along the way. Walk through each session, face 11 decision points, and receive an AI coach review in this simulated market-replay training.
150 daily bars · 11 decision points · 2005-02 to 2005-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 8.1% and a 15.6% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +15.6%
- Duration
- 216 days
- Largest single-day move
- +1.8%
- Bars
- 150 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
In early 2005, the S&P 400 MidCap occupied a distinct niche in the U.S. equity landscape, representing medium-sized companies that often behave differently from their large-cap counterparts. The period from February to September offered traders and students a contained window to study how this segment navigates shifting sentiment without the noise of major index constituents. Understanding the dynamics of mid-cap leadership matters because these names often signal broader market rotation before it becomes obvious.
The data reveals a measured advance: 150 daily bars carried the index from 661.35 to 697.89, translating to a 5.5% net gain. This was not a smooth ride. The journey featured an 8.1% maximum drawdown, reminding participants that even winning scenarios carry meaningful volatility. The largest single-bar move measured 1.8%, keeping intraday swings relatively contained but still capable of testing conviction. Across the span, traders faced 11 decision points, with 4 deemed critical moments that could have shifted outcomes had choices differed.
This replay teaches that process outweighs prediction. Navigating an 8.1% pullback while the net trend remained positive illustrates why discipline during reversals separates competent practitioners from reactive ones. The 4 critical decision points demonstrate how a handful of choices drive results more than constant activity. Participants learn to assess risk-reward in real time, manage position sizing around known drawdown tendencies, and maintain psychological equilibrium when short-term moves challenge long-term thesis.