S&P 400 MidCap Uptrend Replay (2019-08-27 to 2019-09-16)
Replay a 30-bar 2019 S&P MidCap 400 stretch ending at 1947.43 and decide whether to lean into the uptrend or fade it. Day by day you navigate seven decision points, three marked critical, then receive an AI coach review of your simulated trades.
30 daily bars · 7 decision points · 2019-08 to 2019-09 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 3.1% and a 7.3% run-up.
- Max drawdown
- −3.1%
- Max run-up
- +7.3%
- Duration
- 42 days
- Largest single-day move
- −2.7%
- Bars
- 30 Daily bars
- Decision points
- 7
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 late summer 2019 in a period of transition for US equity markets. Spanning 30 trading days from mid-August through late September, this replay captures a distinct uptrend phase within the broader 2010s bull market. The scenario challenges participants to navigate seven distinct decision points—three flagged as critical—amidst a market that tested both trend-following and contrarian instincts. Participants must weigh whether to lean into momentum or fade rallies, with simulated capital on the line.
The data reveals a steady climb from 1837.99 to 1947.43, translating to a respectable 6.0% gain over the full span. However, the journey was far from linear. A maximum drawdown of 3.1% interrupted the ascent at least once, while the largest single-bar move of 2.7% underscores the volatility packed into individual sessions. These figures illustrate that even a successful trend presents embedded turbulence requiring active management rather than passive holding.
This replay emphasizes process over prediction. The seven decision points serve as training crucibles where participants practice defining entries, sizing positions, and managing risk in real time. The 3.1% drawdown reminds us that even favorable environments produce stress-testing moments. Meanwhile, the 2.7% single-day spike tests emotional discipline—do you add conviction or take profit? Historical context matters too: the 2010s taught that mid-cap leadership often precedes broader market rotations, making this stretch a useful case study in sector leadership dynamics.