S&P 400 MidCap Uptrend Replay (2006-07-21 to 2007-02-22)
Replay the S&P 400 MidCap’s 17.2% climb across 150 daily bars ending February 22, 2007, with a peak single-session move of 2.3%. Walk through each authentic decision point, stress-test your choices, and receive an AI coach review in this simulated training environment.
150 daily bars · 11 decision points · 2006-07 to 2007-02 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 3.7% and a 21.7% run-up.
- Max drawdown
- −3.7%
- Max run-up
- +21.7%
- Duration
- 218 days
- Largest single-day move
- −2.3%
- 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
This replay places you inside the S&P 400 MidCap Index during the 2000s, a period when mid-cap stocks occupied a distinctive niche—larger than small-caps yet more agile than mega-caps—making the space a battleground for investors weighing growth against stability. From 2006-07-19 to 2007-02-22, you will navigate 11 decision points across 150 daily bars, with 4 designated as critical junctures where choices carry amplified consequences. The scenario simulates authentic market conditions without real capital at risk.
The index closed the period at 867.61, up from an opening of 740.22, delivering a 17.2% gain across the 150 daily bars. A maximum drawdown of 3.7% tested investor resolve, while the largest single-bar move of 2.3% created moments of intraday turbulence. This was a steady climb punctuated by brief setbacks rather than a dramatic surge, offering a window into how sustained uptrends actually feel in real time.
For decision training, the scenario reveals how a modest max drawdown can still provoke anxiety and poor exits if risk management lacks discipline. The gap between the 2.3% single-day volatility and the 3.7% peak decline underscores that patient position-holding often outperforms reactive adjustments. Psychologically, the lesson centers on trusting a trending market without conflating normal fluctuations with warning signals—an essential skill for any market practitioner navigating authentic historical periods.
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