S&P 400 MidCap Uptrend Replay (2025-04-08 to 2025-09-11)
Replay the S&P 400 MidCap from March to October 2025 across 150 daily bars, capturing an 8.9% climb that included a 15.2% drawdown. Step through 11 decision points, face 4 critical calls, and receive an AI coach review in a simulated, educational environment.
150 daily bars · 11 decision points · 2025-03 to 2025-10 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 15.2% and a 29.6% run-up.
- Max drawdown
- −15.2%
- Max run-up
- +29.6%
- Duration
- 216 days
- Largest single-day move
- +9.3%
- 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 entered a sustained uptrend during the spring and summer of 2025, a period when mid-cap equities attracted renewed institutional interest amid shifting sector rotations. Spanning 150 trading days from early March through early October, this scenario captured the index navigating a complex recovery phase in the US equity landscape. Eleven decision points punctuated the replay, with four marked as critical junctures where directional conviction was tested. Participants faced the challenge of balancing participation in the broader advance against the ever-present threat of reversal.
The index climbed from 2987.09 to 3254.16, delivering an 8.9% gain over the full span. Yet the journey proved far from linear: a maximum drawdown of 15.2% tested portfolio discipline, while a single-session move of 9.3% demonstrated how quickly sentiment could swing. This combination of modest net appreciation against significant intermediate volatility defined the period's character, rewarding those who managed exposure rather than those who simply accumulated positions.
For decision trainees, this replay underscored the necessity of process over prediction. The substantial drawdown reminded practitioners that trend-following carries real risk of extended losses even within an ultimately successful outcome. The dramatic single-bar volatility highlighted how emotional reactions to sudden moves can derail rational positioning. Navigating eleven decision points required participants to reassess thesis continuously rather than anchor to initial assumptions, reinforcing that disciplined review under uncertainty is the foundation of sound market judgment.
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