Bubble · S&P 500 Index (2007)
Replay 150 daily bars of the S&P 500 from February to September 2007 as a 9.4% drawdown unfolds. Step through each session, weigh 26 decision points with AI coach review, and study policy-era volatility risk in a simulated environment.
150 daily bars · 26 decision points · 2007-02 to 2007-09 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 9.4% and a 13.0% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +13.0%
- Duration
- 215 days
- Largest single-day move
- −3.5%
- Bars
- 150 Daily bars
- Decision points
- 26
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 early 2007 the S&P 500 was navigating one of the most treacherous stretches of the post-dotcom decade. The market carried the weight of a maturing credit cycle, an overheated housing sector showing early cracks, and a Federal Reserve balancing growth against inflation pressures. This replay covers 150 daily bars from February 21 to September 24, 2007, inviting participants to experience the tension between apparent stability and mounting systemic risk in a policy-driven environment.
The index closed the period at 1517.73, up 4.1% from its opening 1457.63, yet this modest net gain obscured a far wilder journey. Traders faced a maximum drawdown of 9.4% along the way, with the largest single session swinging 3.5%. Across the seven-month span, 26 decision points emerged, nine of them critical junctures where positioning and risk management could mean the difference between preservation and significant capital erosion. The gap between headline returns and lived experience was stark.
This scenario strips away hindsight to test how decisions hold under opacity. Participants confront the challenge of processing policy signals, managing volatility expectations, and maintaining discipline through drawdowns that seem to defy the broader uptrend. The 3.5% single-bar moves serve as reminders that tail events can arrive without warning. Training here centers not on predicting outcomes but on building repeatable processes that survive uncertainty, anchoring decision-making to logic rather than emotion when the market moves against position.