S&P 400 MidCap Uptrend Replay (2014-02-03 to 2014-04-02)
Replay 84 daily bars of the S&P 400 MidCap from late 2013 through early May 2014, capturing a modest 1.2% gain with a 6.9% drawdown. Step through each session, navigate 11 decision points, and receive AI coach feedback in this simulated training environment.
84 daily bars · 11 decision points · 2013-12 to 2014-05 · Stocks
Key facts
This window spans 121 days with a peak-to-trough drawdown of 6.9% and a 10.2% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +10.2%
- Duration
- 121 days
- Largest single-day move
- −3.6%
- Bars
- 84 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 tracks U.S. mid-sized companies that occupy a distinctive niche between large-cap stability and small-cap growth potential. This replay spans the 84 daily bars from 2013-12-31 to 2014-05-01, with the focused window of 2014-02-03 to 2014-04-02 serving as the primary decision arena. For traders in training, this period represents a classic test of composure: an index that appears dormant on the surface but conceals meaningful internal volatility and shifting sentiment beneath a modest headline return.
The closing values of 1342.53 at the start and 1358.57 at the finish translate to a net gain of 1.2% over the full span. That seemingly modest outcome, however, obscures the turbulence encountered en route. The maximum drawdown of 6.9% tested positions that appeared defensible, while the largest single-bar move of 3.6% demanded real-time calibration of risk exposure. Eleven decision points punctuated the journey, four of them flagged as critical moments where directional conviction was most severely examined.
This replay excels as a training vehicle because it strips away the illusion that quiet markets demand little attention. Participants must practice sizing positions, managing drawdown scenarios, and resisting the impulse to overtrade during low apparent momentum. The 2010s era context provides a relatable baseline for modern practitioners, while the specific numbers anchor every judgment in concrete data rather than assumption. Navigating this scenario cultivates the disciplined process and psychological resilience that distinguish measured risk-taking from speculative gambling.