S&P 400 MidCap Uptrend Replay (2011-03-16 to 2011-04-29)
Replay 64 daily bars of a mid-cap rally spanning 2011-02-18 to 2011-05-20, where a modest 0.5% close-to-close gain masked a 5.1% drawdown. You step through each session, face 11 decision points with 4 critical, and receive AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2011-02 to 2011-05 · Stocks
Key facts
This window spans 91 days with a peak-to-trough drawdown of 5.1% and a 8.9% run-up.
- Max drawdown
- −5.1%
- Max run-up
- +8.9%
- Duration
- 91 days
- Largest single-day move
- −2.4%
- Bars
- 64 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
In early 2011, the S&P 400 MidCap index offered traders a compressed study in market complexity. Spanning 64 daily bars from 2011-02-18 to 2011-05-20, this period arrived as the post-crisis recovery showed mixed signals and investor conviction remained fragile. The mid-cap space, often caught between large-cap stability and small-cap speculation, became a natural laboratory for testing discipline under uncertainty. Eleven decision points awaited participants, with four marked as critical nodes where directional conviction would be severely tested.
The headline number tells a muted story: a close-to-close return of just 0.5% from 982.17 to 986.83. Yet this thin veneer of positivity concealed substantial turbulence beneath. A maximum drawdown of 5.1% recorded during the period revealed the depth of intermediate reversals, while the largest single-bar move of 2.4% demonstrated how quickly sentiment could shift within a single session. For anyone replaying these bars, the challenge was not spotting the ultimate direction but surviving the oscillations that made that modest outcome possible.
This replay ultimately measures not prediction skill but process integrity. The gap between headline result and lived experience teaches that surface calm often masks material volatility, demanding robust position sizing and drawdown thresholds before conviction is warranted. Participants must practice decoupling outcome from decision quality, recognizing that disciplined choices under a 5.1% trough still constitute sound process even when the final edge is razor thin. The psychological dimension here is equally demanding: maintaining composure when daily swings reach 2.4% separates those who execute their plans from those who abandon them under pressure.