S&P 400 MidCap Uptrend Replay (2018-12-24 to 2019-05-03)
Replay a 150-day stretch of the S&P 400 MidCap index that absorbed a 17.9% drawdown before recovering. Walk through daily market decisions, navigate 11 decision points with 4 marked critical, and receive an AI coach review of your simulated judgment.
150 daily bars · 11 decision points · 2018-11 to 2019-06 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 17.9% and a 26.4% run-up.
- Max drawdown
- −17.9%
- Max run-up
- +26.4%
- Duration
- 219 days
- Largest single-day move
- +4.6%
- 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 turbulent stretch at the end of 2018, a period when investors were trying to gauge whether the broader market’s slide had run its course. This replay covers 150 daily bars from late 2018 through mid‑2019, with the core window framed as 2018‑12‑24 to 2019‑05‑03, a time when the index was absorbing a steep decline and then attempting a recovery. The scenario puts you at the helm of a simulated portfolio, forcing you to decide when to stay, add, or cut exposure as the market swings.
Over the full span the index barely moved on a net basis, closing at 1899.92 from 1910.12, a marginal loss of -0.5%. Yet the journey was anything but quiet: the market suffered a maximum drawdown of 17.9% and experienced a single‑day swing of 4.6%, the largest bar in the dataset. Eleven decision points were embedded in the replay, four of which were flagged as critical, demanding a clear risk‑management stance and an awareness of momentum shifts.
Navigating this episode hones the ability to separate short‑term volatility from longer‑term trend, to respect drawdown limits, and to recognize when a market structure is changing. It also tests emotional discipline: after a -0.5% net loss, the temptation might be to over‑react, but the lesson is to stick to a process, size positions accordingly, and use the critical nodes to reassess rather than panic. The replay’s design pushes you to practice these habits without the pressure of real capital, turning historical turbulence into a training ground for steadier decision‑making.