S&P 400 MidCap Downtrend Replay (2022-01-04 to 2022-01-27)
Replay the S&P 400 MidCap correction sliding 2.8% across 34 daily bars. Step through each session, face 7 decision points, and sharpen your volatility instincts with AI coach review in this simulated training replay.
34 daily bars · 7 decision points · 2021-12 to 2022-02 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 11.7% and a 5.6% run-up.
- Max drawdown
- −11.7%
- Max run-up
- +5.6%
- Duration
- 49 days
- Largest single-day move
- −2.2%
- Bars
- 34 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
In January 2022, the S&P 400 MidCap index entered a correction phase that tested the composure of even seasoned market participants. The broader backdrop featured rising rate concerns and rotating capital away from growth-oriented segments. For traders and investors, this period represented a live classroom in volatility management, with the mid-cap space often amplifying moves seen in large-caps while maintaining its distinct character. The data span covering late December 2021 through early February 2022 captured the full arc of this challenge.
The index closed at 2750.67 and ultimately settled at 2672.41, a net decline of 2.8% across 34 daily bars. Yet this headline number obscured a rougher internal journey: maximum drawdown reached 11.7%, and the largest single-bar move hit 2.2%. Seven decision points punctuated the replay, three of them critical, demanding that participants actively choose entries, exits, or position adjustments in real time.
This replay sharpens volatility instincts by forcing confrontation with drawdown psychology rather than just price targets. Trainees learn that a modest net loss can contain significant intra-period turbulence requiring active risk management. The educational value lies in experiencing the tension between holding through drawdown and acting to preserve capital, all within a simulated environment using no real funds.