S&P 400 MidCap Uptrend Replay (2008-12-01 to 2009-01-06)
Replay the S&P 400 MidCap from November 2008 across 50 daily bars, including a brutal 20.6% drawdown and a single 10.9% surge. Walk through nine decision points day-by-day, face three pivotal calls, and receive AI coach feedback as you practice with simulated capital.
50 daily bars · 9 decision points · 2008-11 to 2009-01 · Stocks
Key facts
This window spans 73 days with a peak-to-trough drawdown of 20.6% and a 34.1% run-up.
- Max drawdown
- −20.6%
- Max run-up
- +34.1%
- Duration
- 73 days
- Largest single-day move
- −10.9%
- Bars
- 50 Daily bars
- Decision points
- 9
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 found itself at the epicenter of market chaos from late 2008 into early 2009, a period when the financial system was still absorbing the shock of the Lehman Brothers collapse. This fifty-day journey captures a market caught between the fear of further deterioration and the first flickers of institutional buying. The stakes were simple but brutal: navigate a landscape where bad news arrived daily and even rational analysis seemed disconnected from price action.
The data reveals a deceptively mild net outcome—close moved from 513.75 to 501.4, a -2.4% decline over the data span from November 11, 2008 to January 23, 2009. Yet this aggregate figure conceals extraordinary turbulence beneath the surface. The index endured a maximum drawdown of 20.6%, meaning peak-to-trough losses far exceeded what the final number suggests. Most dramatically, a single daily bar surged 10.9%, representing a violent snap-back that would have tested any investor's conviction. Nine decision points punctuate this period, with three marked as critical junctions where directional bias would have been severely punished or rewarded.
This replay trains participants to confront the psychological toll of sustained volatility rather than relying on directional conviction alone. Managing risk through such a 20.6% drawdown requires disciplined position sizing and pre-commitment to exit logic before emotions intensify. The 10.9% single-day move illustrates why countertrend trades can be ruinous—massive spikes often occur within broader downtrends and trap aggressive buyers. The three critical decisions force learners to practice calibration: accepting uncertainty, verifying assumptions against price behavior, and distinguishing between information that changes fundamental value versus noise that merely tests resolve.