S&P 400 MidCap Uptrend Replay (2017-08-21 to 2018-01-26)
Replay a 7.3% S&P 400 MidCap rally across 150 daily bars from July 2017 to February 2018, including a 9.7% drawdown and a 3.6% single-bar surge. Step through each authentic session, face 4 critical decision points, and receive an AI coach review in a fully simulated training environment.
150 daily bars · 11 decision points · 2017-07 to 2018-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 9.7% and a 17.9% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +17.9%
- 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.
Related scenarios
- S&P 400 MidCap Uptrend Replay (2018-04-02 to 2018-08-29)2018 · Lv.2
- S&P 400 MidCap Uptrend Replay (2016-06-27 to 2016-09-07)2016 · Lv.2
- S&P 400 MidCap Uptrend Replay (2019-05-31 to 2019-07-30)2019 · Lv.2
- S&P 400 MidCap Uptrend Replay (2015-09-29 to 2015-12-01)2015 · Lv.1
- S&P 400 MidCap Uptrend Replay (2014-04-11 to 2014-07-01)2014 · Lv.1
- S&P 400 MidCap Uptrend Replay (2019-08-27 to 2019-09-16)2019 · Lv.1
Event Replay
What happened — and what it teaches
The S&P 400 MidCap index enters a defined replay window spanning 150 daily bars from mid-2017 into early 2018, a period where mid-cap equities were carving out their own narrative within a broader bull market. Participants enter this scenario facing an authentic historical stretch where the index moved from 1773.92 to 1904.23, delivering a 7.3% net gain—but the journey was far from straight. Four critical decision points punctuate the replay, demanding that trainees assess momentum shifts, evaluate risk exposure, and make choices without the benefit of hindsight.
The price trajectory reveals the complexity hidden within that modest 7.3% advance. A 9.7% maximum drawdown tested conviction during retracements, while a 3.6% single-bar surge demonstrated how quickly sentiment can reverse. This asymmetry between final outcome and intermediate turbulence creates a rich training ground: the closing level looks orderly, but anyone replaying bar by bar encounters genuine uncertainty at each of the 11 decision points, with 4 designated as critical inflection moments.
This scenario excels at building decision discipline rather than outcome memory. Trainees learn that navigating a profitable period requires surviving intermediate losses, that large daily moves demand emotional regulation, and that process consistency matters more than any single judgment. The 2010s backdrop offers a modern reference point without the extreme volatility of earlier decades, making it ideal for practitioners refining risk frameworks and psychological resilience under historically authentic conditions.