S&P 400 MidCap Uptrend Replay (2009-05-13 to 2009-06-02)
Replay the S&P 400 MidCap's 6.7% climb across 30 daily bars from April 30 to June 11, 2009, navigating a 7.5% drawdown along the way. Step through 7 decision points, including 3 critical ones, and receive an AI coach review of your simulated training choices.
30 daily bars · 7 decision points · 2009-04 to 2009-06 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 7.5% and a 10.3% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +10.3%
- Duration
- 42 days
- Largest single-day move
- −4.4%
- 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 the spring of 2009, the S&P 400 MidCap index found itself navigating the treacherous aftermath of the financial crisis. From April 30 to June 11, 2009, a 30-bar daily dataset captures a market groping for stability while attempting to establish a sustainable recovery. For traders and investors calibrating their systems during this pivotal era, the stakes were considerable: distinguishing between a genuine reversal and a bear-market rally could mean the difference between capital preservation and catastrophic loss.
The index closed the period at 598.64, up from 561.14, representing a 6.7% advance. Yet this seemingly straightforward climb concealed significant turbulence. A maximum drawdown of 7.5% tested conviction, while intrabar volatility occasionally produced single-day moves of 4.4%. Those who entered without adjusting for these swings would have experienced sharp unrealized losses, even as the ultimate outcome rewarded patience.
This replay immerses participants in the psychological gauntlet of mid-cap investing through seven decision points, three of which represent inflection moments where a single choice could cascade into vastly different outcomes. Trainees learn that surviving a 7.5% drawdown without abandoning a sound thesis demands pre-commitment to exit criteria and position sizing calibrated for volatility. The historical framing reminds us that the 2000s decade was punctuated by such recovery phases, each demanding disciplined process over impulse. By replaying authentic pressure points, decision trainers build the emotional architecture necessary to hold positions through turbulence that ultimately resolves favorably.