Crash · S&P 500 Index (2020)
Replay the S&P 500 from October 2019 through May 2020, capturing a 33.9% peak-to-trough drawdown across 142 daily bars. Step into 25 decision points and let the AI coach review how you navigate volatility in this simulated educational scenario.
142 daily bars · 25 decision points · 2019-10 to 2020-05 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 33.9% and a 32.0% run-up.
- Max drawdown
- −33.9%
- Max run-up
- +32.0%
- Duration
- 207 days
- Largest single-day move
- −12.0%
- 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
The S&P 500 index scenario spans from October 2019 to May 2020, covering 142 trading days across the transition from the 2010s to the 2020s. This period captures the final months of a decade-long bull market and the sudden shock of a global pandemic. Investors and traders faced a landscape where traditional risk models provided little guidance, and every decision carried heightened consequence. The scenario sets the stage for participants to experience firsthand how policy announcements and public health developments can reshape market dynamics in ways that demand both speed and restraint.
The index opened at 3022.55 and closed at 2922.94, a net decline of -3.3% over the period. Yet this headline figure obscures the turbulence in between. The market experienced a maximum drawdown of 33.9%, with single sessions moving as sharply as 12.0%. Across the 25 decision points embedded in the scenario, 9 are flagged as critical junctures where positioning and risk management were severely tested. The gap between the overall closing change and the depth of the interim decline underscores the sharp V-shaped recovery that defined this era.
For decision training, this scenario excels at exposing the gap between planned risk protocols and their execution under pressure. Participants must confront position sizing, the temptation to average down, and the psychological weight of watching portfolio values shrink by a third. It teaches that surviving extreme volatility requires not just technical discipline but the emotional resilience to act rationally when uncertainty peaks. Each critical decision point becomes a mirror reflecting how well one's process holds when the market offers no easy answers.