S&P 400 MidCap Uptrend Replay (2009-03-09 to 2009-03-26)
Replay the S&P 400 MidCap uptrend that climbed 10.7% across 30 daily bars from February to April 2009. Walk through each trading day, face seven decision points, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2009-02 to 2009-04 · Stocks
Key facts
This window spans 41 days with a peak-to-trough drawdown of 13.5% and a 29.6% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +29.6%
- Duration
- 41 days
- Largest single-day move
- +7.4%
- Bars
- 30 Daily bars
- Decision points
- 7
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 2009, the US equity market was emerging from one of its most severe downturns. The S&P 400 MidCap Index, representing mid-sized companies, was navigating uncertain waters as investors weighed recession fears against signs of policy intervention. This 30-bar replay window from late February to early April placed participants directly into the daily decision-making flow of a market finding its footing after an extended decline.
The index climbed from 467.85 to 517.99, delivering a 10.7% total return across the data span. The journey, however, was far from smooth. A maximum drawdown of 13.5% tested conviction during the pullback phase, while the largest single-bar move of 7.4% demonstrated the volatility that characterizes post-crisis environments. Seven decision points punctuated this period, three of which were deemed critical, forcing participants to act under uncertainty without the benefit of hindsight.
This replay illustrates that strong absolute returns can coexist with substantial intermediate losses, challenging participants to manage risk while maintaining directional exposure. The frequency of decision points, including volatile single-day swings, underscores the psychological demands of sustained engagement during uncertain market regimes. For training purposes, the scenario rewards disciplined process over outcome prediction, making it a valuable exercise in building resilience and methodological consistency under pressure.