S&P 400 MidCap Downtrend Replay (2011-04-29 to 2011-06-13)
Replay a mid-2011 S&P 400 MidCap correction across 62 daily bars with an 8.4% peak drawdown. Step through each authentic trading day, face 11 decision points, and receive AI coach feedback on your simulated choices.
62 daily bars · 11 decision points · 2011-04 to 2011-07 · Stocks
Key facts
This window spans 90 days with a peak-to-trough drawdown of 8.4% and a 7.1% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +7.1%
- Duration
- 90 days
- Largest single-day move
- −2.5%
- Bars
- 62 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 the spring of 2011, the S&P 400 MidCap index entered a correction phase that tested the resolve of investors navigating an uncertain macroeconomic landscape. Geopolitical tensions in the Middle East, concerns about European sovereign debt, and mixed corporate earnings reports created a backdrop of heightened anxiety across equity markets. The period from late April through mid-June presented participants with a sustained downtrend requiring careful position management and disciplined decision-making.
The replay spans 62 daily bars from April 6 to July 5, 2011, with the index closing at 1000.83 and ending at 995.8, representing a modest net decline of -0.5%. However, the journey proved far more turbulent than the final number suggests, as the index experienced an 8.4% peak drawdown during the correction phase. The largest single trading day witnessed a 2.5% move, highlighting the volatility spikes that can emerge even within a contained correction. Eleven decision points punctuate this replay, with four designated as critical junctures where directional conviction and risk management were paramount.
This scenario sharpens skills in three essential dimensions: process discipline, risk calibration, and emotional regulation. Participants learn to distinguish between temporary price noise and genuine trend shifts without the clarity of hindsight. The 8.4% drawdown forces realistic assessment of portfolio tolerance, while the 2.5% intraday swings test composure under pressure. Navigating eleven decision points cultivates the habit of systematic evaluation, transforming reactive instincts into deliberate, evidence-based responses that can be applied across diverse market environments.