S&P 400 MidCap Uptrend Replay (2007-08-15 to 2007-10-09)
Replay 78 daily bars of S&P 400 MidCap action from July to November 2007, watching the index slip -4.4% from 919.46 to 879.45. Step through 11 decision points—4 critical—for an educational market-replay experience with AI coach review (simulated capital only).
78 daily bars · 11 decision points · 2007-07 to 2007-11 · Stocks
Key facts
This window spans 110 days with a peak-to-trough drawdown of 11.2% and a 11.9% run-up.
- Max drawdown
- −11.2%
- Max run-up
- +11.9%
- Duration
- 110 days
- Largest single-day move
- +3.0%
- Bars
- 78 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 summer of 2007 found the S&P 400 MidCap index navigating treacherous waters as the 2000s market entered a phase of escalating uncertainty. This replay immerses participants in 78 daily bars spanning July 18 to November 5, challenging them to manage positions through a period where the index would slip from 919.46 to 879.45. The stakes were clear: avoid capitulation during drawdowns while maintaining disciplined exposure to a market that offered no easy directional consensus.
What unfolded was a decline of -4.4% that proved far more turbulent than the headline figure suggested. The index endured a maximum drawdown of 11.2%, with volatility punctuated by a largest single-bar move of 3.0%. Participants faced 11 decision points—4 deemed critical—where directional calls, position sizing, and risk management would determine cumulative performance. The gap between headline loss and actual trading difficulty underscores why intermediate-term replays like this one demand more than directional conviction.
For decision training, this replay excels at exposing the gap between analytical ability and execution discipline. The 11.2% drawdown tests whether participants adhere to risk parameters when positions move against them. The 3.0% single-bar volatility challenges emotional regulation under sudden momentum shifts. Across 11 decision points, the focus shifts from prediction to process—participants learn that surviving drawdowns with intact capital and psychological equilibrium matters more than avoiding every losing trade. This historical episode reminds us that surviving challenging periods with sound process is itself a competitive edge.