S&P 400 MidCap Uptrend Replay (2013-09-03 to 2014-01-22)
Replay a 150-bar S&P 400 MidCap rally climbing 11.1% from 1234.72 to 1371.98 across late 2013 and early 2014. Step through each daily session, navigate 11 decision points, and receive AI coach feedback on your simulated trades.
150 daily bars · 11 decision points · 2013-07 to 2014-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 6.9% and a 16.1% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +16.1%
- Duration
- 217 days
- Largest single-day move
- −3.6%
- Bars
- 150 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 entered a sustained uptrend during the transition from summer 2013 into early 2014. This period covered 150 daily bars from July 25, 2013 through February 27, 2014, placing participants squarely in the recovery phase following the previous decade's financial upheavals. The index climbed from 1234.72, presenting traders with a clear directional bias but also the challenge of navigating genuine market uncertainty without hindsight knowledge.
The rally ultimately delivered an 11.1% gain, lifting the index to 1371.98. However, this ascent was not monotonic—the experience included a maximum drawdown of 6.9% and individual sessions featuring moves as large as 3.6%. Across the replay, eleven decision points emerged, with four designated as critical moments where positioning choices carried heightened consequence for portfolio outcomes.
This replay sharpens several core competencies for active traders. First, it demands disciplined risk calibration: a 6.9% drawdown tests whether participants can maintain conviction without excessive loss tolerance. Second, the largest single-bar move of 3.6% reveals how volatility clusters can challenge position sizing assumptions. Third, with eleven decision points over roughly five months, the scenario reinforces that sustainable performance emerges from consistent process rather than isolated prediction. The historical framing removes future bias, allowing learners to confront the same information asymmetry that governed actual market participants during the 2010s.
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