S&P 400 MidCap Uptrend Replay (2012-06-04 to 2012-09-14)
Replay the S&P 400 MidCap from April to November 2012 across 146 daily bars, navigating an uptrend that finished with a 2.3% gain and a 10.8% drawdown. You make decisions at 11 points, receive an AI coach review, and practice risk control in a simulated environment.
146 daily bars · 11 decision points · 2012-04 to 2012-11 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 10.8% and a 15.2% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +15.2%
- Duration
- 210 days
- Largest single-day move
- −3.2%
- Bars
- 146 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 transports traders back to a volatile stretch of 2012, spanning from April 11 through November 7 across 146 daily bars. This was a period when markets were digesting mixed economic signals, European debt concerns, and shifting Federal Reserve expectations. For mid-cap equities, the environment demanded careful navigation between emerging strength and underlying uncertainty.
The index closed the period at 981.31, rising from 959.44 for a modest 2.3% gain. However, this headline number conceals significant turbulence beneath the surface. The maximum drawdown reached 10.8%, revealing that the market did not advance in a straight line. The largest single-bar move of 3.2% demonstrates that participants faced sudden directional shifts that could have challenged positions abruptly.
This replay offers critical lessons in process and discipline. With 11 decision points including 4 critical junctures, participants must practice calibrating position sizing and managing risk when facing double-digit drawdowns. The gap between modest final returns and substantial interim losses tests emotional resilience. Success requires adhering to predetermined rules rather than reacting to short-term volatility, a distinction that separates disciplined practitioners from impulsive traders.
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