S&P 400 MidCap Uptrend Replay (2009-03-30 to 2009-04-17)
Replay the S&P 400 MidCap rally that climbed 17.1% across 30 authentic daily bars from March 17 to April 28, 2009. Step through each session, weigh 7 decision points including 3 critical ones, and receive an AI coach review of your simulated choices.
30 daily bars · 7 decision points · 2009-03 to 2009-04 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 5.9% and a 18.5% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +18.5%
- Duration
- 42 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, markets were still nursing wounds from the worst financial crisis in generations. The S&P 400 MidCap index sat within a dataset spanning March 17 to April 28, covering 30 daily bars that captured an emerging but fragile uptrend. Participants entering this replay faced a market with uncertain direction, where the line between dead-cat bounce and genuine recovery had not yet been drawn.
The index closed the period at 546.33, rising from 466.62 for a 17.1% gain. Yet the path was far from smooth. A maximum drawdown of 5.9% tested conviction, and the largest single-bar move of 7.4% introduced sudden volatility that could have shaken weaker hands. Seven decision points were embedded across the replay, three of which were flagged as critical junctions where directional bias could be severely punished or rewarded.
This scenario sharpens the skill of acting under uncertainty without hindsight clouding judgment. The drawdown figure reminds us that even winning trades carry interim losses that must be endured. The single-day spike teaches discipline around position sizing and emotional regulation. The three critical points force honest self-examination: Would you hold, fold, or flip when the tape screams in either direction? Mastery here is not about predicting the next 17.1% move but about building a repeatable process that survives the noise between entry and exit.