Crash · S&P 500 Index (2010)
Step into a 142-day S&P 500 replay spanning December 2009 to July 2010, navigating a 16.0% drawdown with 25 decision points. Replay each session day by day, face 9 critical choices, and receive an AI coach review, using simulated capital purely for education.
142 daily bars · 25 decision points · 2009-12 to 2010-07 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 16.0% and a 15.2% run-up.
- Max drawdown
- −16.0%
- Max run-up
- +15.2%
- Duration
- 208 days
- Largest single-day move
- +4.4%
- Bars
- 142 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
In late 2009, the S&P 500 entered a treacherous six-month period defined by post-crisis policy uncertainty. This 142-day replay from December 18, 2009 to July 14, 2010 captures a market caught between recovery hopes and regulatory anxieties, where every policy signal carried weight. The era straddles two decades, reflecting the transition from crisis response to new market realities.
The headline outcome appears benign: the index closed at 1095.17, down just -0.7% from 1102.47. Yet this modest decline masks genuine turbulence. A maximum drawdown of 16.0% tested portfolio resilience, while the largest single session moved 4.4%, demanding split-second judgment. Across these 142 bars, traders faced 25 decision points, nine of which proved critical to outcomes.
This replay sharpens decision-making through authentic volatility, not clean charts. Participants learn that endpoints rarely tell the full story, that drawdowns demand disciplined risk management, and that psychology matters as much as analysis. Each session replayed day by day forces engagement with uncertainty rather than hindsight. The AI coach review transforms mistakes into calibrated experience, all with simulated capital. For anyone training to navigate policy-driven markets, this scenario delivers the texture of real risk without real consequences.
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