S&P 400 MidCap Uptrend Replay (2025-11-20 to 2026-02-20)
Replay a 124-day S&P 400 MidCap uptrend from 2025-10-07, absorbing a 9.0% drawdown and a 3.1% single-bar surge across 11 decision points. Walk each historical bar, choose at 4 critical moments, then review your reasoning with an AI coach in simulated mode.
124 daily bars · 11 decision points · 2025-10 to 2026-04 · Stocks
Key facts
This window spans 181 days with a peak-to-trough drawdown of 9.0% and a 16.0% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +16.0%
- Duration
- 181 days
- Largest single-day move
- +3.1%
- Bars
- 124 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 124-day replay window from October 2025 through April 2026, inviting traders to navigate a classic mid-cap equity uptrend within the 2020s decade. This period presented a microcosm of the challenges investors face: maintaining conviction during modest gains while absorbing periodic setbacks that test discipline and risk management.
Over the course of 124 daily bars, the index advanced from 3257.56 to 3423.55, delivering a net return of 5.1%. The journey, however, was far from linear. A maximum drawdown of 9.0% tested portfolio endurance, while a single-session surge of 3.1% demanded rapid assessment of whether momentum justified re-entry or warranted caution. Eleven decision points punctuated the replay, with four designated as critical moments where directional conviction was most severely examined.
This scenario sharpens decision training by forcing participants to confront the psychological tension between trend-following and drawdown management. The interplay of modest aggregate returns against meaningful intra-period volatility reveals how process discipline often outweighs outcome prediction. Navigating the 4 critical moments teaches traders to separate signal from noise, manage risk exposure dynamically, and maintain composure when drawdowns approach double-digit territory—all transferable skills for live market participation.
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