Default · S&P 500 Index (2001)
From June 2001 to January 2002 the S&P 500 slid 8.2% across 144 trading days, peaking with a 4.9% single-session swing. Replay the period day by day, face 25 decision points, and get an AI coach review of your simulated calls.
144 daily bars · 25 decision points · 2001-06 to 2002-01 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 23.6% and a 21.4% run-up.
- Max drawdown
- −23.6%
- Max run-up
- +21.4%
- Duration
- 214 days
- Largest single-day move
- −4.9%
- Bars
- 144 Daily bars
- Decision points
- 25
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 500 entered June 2001 navigating a market shaped by uncertainty and shifting policy expectations. Over the next seven months, investors faced a period where the index moved without clear directional consensus, creating an environment where every trading day brought fresh questions about positioning and risk. The challenge was not simply about direction but about disciplined execution when market signals remained ambiguous and volatility tested conviction.
The numbers tell the story: across 144 trading days from 2001-06-08 to 2002-01-08, the index fell from 1264.96 to 1160.71, a decline of -8.2%. What distinguished this period was not the net move but its path—markets experienced a maximum drawdown of 23.6% and navigated their way through a 4.9% single-session swing, the largest intraday shock during the period. Participants faced 25 decision points, with 9 of them deemed critical moments requiring clear strategic choices.
This era serves as a laboratory for decision training because it strips away the comfort of obvious trends. Trainees must practice maintaining process discipline when the market offers no clear narrative, managing risk through volatile swings without succumbing to either panic or false confidence. The 9 critical decision points scattered throughout this period provide structured opportunities to examine how stress, position sizing, and conviction interact when the market itself provides no easy answers.