S&P 400 MidCap Uptrend Replay (2013-06-24 to 2013-08-01)
Replay the S&P 400 MidCap uptrend across 56 daily bars from June 3 to August 20, 2013, navigating a 2.7% net climb and a 5.4% drawdown. Work through 10 decision points day-by-day with an AI coach reviewing each simulated trade.
56 daily bars · 10 decision points · 2013-06 to 2013-08 · Stocks
Key facts
This window spans 78 days with a peak-to-trough drawdown of 5.4% and a 11.8% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +11.8%
- Duration
- 78 days
- Largest single-day move
- −2.7%
- Bars
- 56 Daily bars
- Decision points
- 10
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 presents a nuanced training ground for traders navigating the 2010s equity landscape. Between June 3 and August 20, 2013, this market offered 56 daily bars to practice decision-making under ambiguous conditions. The challenge: participate in a modest net uptrend while managing meaningful interim volatility. Whether you arrived as a momentum follower or a mean-reversion trader, the scenario demanded clarity on entry rationale and exit discipline.
The index moved from 1180.72 to 1212.38, representing a 2.7% net gain over the period. However, this climb was neither smooth nor linear—traders faced a 5.4% max drawdown along the way. The largest single-bar move reached 2.7%, underscoring that even moderate trends contain sharp intraday swings capable of testing position management and emotional discipline. Staying invested through the full data span was required to capture the net positive outcome.
The 10 decision points, 4 marked as critical, call for deliberate position sizing and risk calibration at each juncture. This replay teaches that process consistency matters more than predicting individual bars; the 5.4% drawdown tests conviction while the 2.7% single-bar spikes test composure. For decision-training purposes, the scenario reinforces that disciplined execution across varied market conditions builds the psychological foundation needed for sustained performance in volatile environments.
Featured in the archive