S&P 400 MidCap Downtrend Replay (2015-06-23 to 2015-08-25)
Replay the S&P 400 MidCap from a -9.9% slide over 90 daily bars, with a 12.8% max drawdown shaping every decision. Step through each session, confront 11 decision points, and receive an AI coach review of your simulated judgment.
90 daily bars · 11 decision points · 2015-05 to 2015-09 · Stocks
Key facts
This window spans 128 days with a peak-to-trough drawdown of 12.8% and a 6.4% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +6.4%
- Duration
- 128 days
- Largest single-day move
- −4.0%
- Bars
- 90 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 offered a compelling window into mid-cap equity dynamics during the 2010s. This replay spans 90 daily bars from May 20 to September 25, 2015, a period when market participants faced mounting uncertainty and deteriorating sentiment. Eleven decision points were embedded throughout this historical window, with four flagged as critical junctures where directional conviction and risk calibration were most severely tested.
The index descended from 1541.38 to 1388.21, a decline of -9.9% over the data span. A maximum drawdown of 12.8% represented the deepest point of pain, while the largest single-bar move of 4.0% captured moments of acute volatility that challenged even disciplined participants. These figures anchored a correction that unfolded not in a straight line but through oscillating phases of selling pressure, partial recoveries, and renewed weakness.
This replay trains decision-makers to confront the interplay of process, risk management, and psychology in a sustained downturn. Practitioners encounter scenario planning, drawdown tolerance, and the cognitive biases that surface when portfolios drift into loss territory. The educational value lies not in predicting outcomes but in building the reflective muscle needed to act consistently under pressure.