S&P 400 MidCap Uptrend Replay (2007-03-05 to 2007-07-13)
Replay a 150-day S&P 400 MidCap uptrend closing 4.9% higher across 2007. Step into each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 2007-01 to 2007-08 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 11.5% and a 14.5% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +14.5%
- Duration
- 215 days
- Largest single-day move
- −3.1%
- 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 2007, the S&P 400 MidCap index offered traders a distinctive challenge: a six-month uptrend spanning 150 daily bars, from January through August. Mid-cap stocks occupied a unique niche—more agile than large-caps yet more established than small-caps—creating a different volatility profile than benchmark indices. Participants entered this replay to test their ability to navigate a directional move while managing the inherent uncertainty of daily price action.
The index closed the period at 856.18, having risen 4.9% from its opening level of 816.49. This modest net gain, however, concealed significant intra-period turbulence: a maximum drawdown of 11.5% tested risk management disciplines, while a largest single-bar move of 3.1% demanded composure during sudden spikes. Eleven decision points were embedded throughout the replay, with four designated as critical moments where directional conviction and position sizing decisions carried heightened consequence.
This replay distills essential lessons in process over prediction. The 11.5% drawdown reminds practitioners that even trending markets punish undisciplined risk exposure. The presence of 3.1% single-day moves underscores the psychological challenge of holding positions through adverse volatility. With four critical junctures requiring explicit directional choices, the scenario cultivates decision-making under pressure—separating those who react impulsively from those who maintain systematic execution. For trainees, the value lies not in anticipating direction but in building the habits that sustain participation through intermediate drawdowns and temporary reversals.