S&P 400 MidCap Uptrend Replay (2018-04-02 to 2018-08-29)
Replay a 7.0% midcap rally across 150 daily bars from February to September 2018, navigating 11 decision points where 4 are flagged critical. Step through each authentic trading day, weigh your choices, and receive an AI coach review of your simulated decision-making.
150 daily bars · 11 decision points · 2018-02 to 2018-09 · Stocks
Key facts
This window spans 213 days with a peak-to-trough drawdown of 5.9% and a 11.7% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +11.7%
- Duration
- 213 days
- Largest single-day move
- −2.5%
- 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 provides a window into a distinct market segment—mid-sized companies that often behave differently from their large-cap and small-cap counterparts. The replay spans 150 daily bars from February 27, 2018 through September 28, 2018, a period that captured genuine market turbulence amid shifting monetary policy expectations and evolving trade dynamics. Participants must navigate authentic price action where the stakes include understanding sector rotation, volatility patterns, and the psychological pressures that arise when positions move against expectations.
Over the full data span, the index advanced from 1887.21 to 2019.55, delivering a 7.0% cumulative return. This seemingly modest gain concealed considerable daily turbulence—a maximum drawdown of 5.9% tested conviction, while the largest single-day swing of 2.5% demanded real-time judgment. The period presented 11 decision points across the 150-bar timeline, with 4 flagged as critical moments where directional clarity remained elusive and portfolio positioning carried elevated consequence.
The scenario's enduring value lies in illustrating how moderate percentage movements often mask substantial underlying volatility. Navigating this environment required disciplined position sizing aligned with drawdown tolerance, and the ability to maintain strategic perspective through short-term price fluctuations. Participants learn that surviving 5.9% pullbacks without abandoning a sound thesis separates methodical practitioners from reactive ones. The 2010s vintage of this data anchors the exercise in authentic market history, reminding users that conviction must be paired with adaptability when navigating genuine uncertainty.