S&P 400 MidCap Uptrend Replay (2011-12-14 to 2012-03-26)
Replay a 140-day stretch of the S&P 400 MidCap from October 2011 through May 2012, capturing an 11.0% drawdown within a 7.6% net advance. Step through daily bars, face 4 critical decision points, and receive AI coach feedback in this simulated training environment.
140 daily bars · 11 decision points · 2011-10 to 2012-05 · Stocks
Key facts
This window spans 203 days with a peak-to-trough drawdown of 11.0% and a 23.7% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +23.7%
- Duration
- 203 days
- Largest single-day move
- +5.0%
- Bars
- 140 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
The S&P 400 MidCap index enters a 140-day replay window spanning from October 24, 2011 through May 14, 2012. This mid-cap segment of the US equity market operated within the volatile recovery phase of the 2010s, navigating uncertainty as investors assessed economic signals. The scenario presents 11 decision points, with 4 designated as critical junctures where directional bias and position sizing carry heightened consequence. Participants must contend with incomplete information while prices evolve daily.
Within this replay, the index advances from a closing level of 886.22 to close at 953.21, delivering a net return of 7.6%. Yet this headline figure conceals substantial turbulence: the maximum drawdown reached 11.0%, meaning interim losses substantially outpaced the final gain. The largest single trading day move registered 5.0%, underscoring the kind of intraday volatility that tests conviction. These dynamics create an environment where the difference between capturing or missing the advance depends heavily on entry timing and risk management discipline.
The scenario distills several timeless lessons for decision training. First, process matters more than outcome in any single replay—focusing on whether decisions align with sound methodology rather than whether they immediately profit. Second, volatility of 11.0% drawdown and 5.0% single-bar moves forces explicit confrontation with risk tolerance, demanding pre-commitment to exit criteria. Third, the 4 critical decision points reveal how a handful of high-stakes moments disproportionately shape results, reinforcing the value of preparing systematically rather than improvising reactively. This replay ultimately trains practitioners to separate signal from noise while maintaining disciplined execution through drawdown periods.