S&P 400 MidCap Downtrend Replay (2011-07-07 to 2011-08-08)
Replay the S&P 400 MidCap slide from 940.45 to 821.24, a 12.7% decline across 46 daily bars, with a 23.4% max drawdown. You step through each authentic session, face 9 decision points, and receive an AI coach review of your simulated choices.
46 daily bars · 9 decision points · 2011-06 to 2011-08 · Stocks
Key facts
This window spans 64 days with a peak-to-trough drawdown of 23.4% and a 11.7% run-up.
- Max drawdown
- −23.4%
- Max run-up
- +11.7%
- Duration
- 64 days
- Largest single-day move
- −8.3%
- Bars
- 46 Daily bars
- Decision points
- 9
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
The S&P 400 MidCap index entered a turbulent period in mid-2011 as debt ceiling negotiations stalled in Washington while European sovereign debt fears intensified. This mid-cap benchmark, representing a distinct tier of American equities, found itself caught between slowing domestic growth and mounting global contagion concerns. For investors holding mid-cap exposure, the combination of political brinkmanship and overseas turmoil created an environment where the usual diversification benefits of the mid-cap space were suddenly in question.
Between 2011-06-20 and 2011-08-23, the index declined from 940.45 to 821.24, a total decline of 12.7% across 46 daily bars. Yet the headline figure understates the severity: the maximum drawdown reached 23.4%, and the largest single-day move was 8.3%. Nine decision points punctuated this descent, with three flagged as critical junctures where directional conviction and risk management were severely tested.
This replay distills lessons in process discipline, risk calibration, and emotional regulation under sustained pressure. Participants must navigate extended drawdowns without abandoning sound methodology, size positions appropriately for environments where intraday swings can exceed expectations, and resist the temptation to exit at the worst moment simply because the market narrative feels darkest.