Default · S&P 500 Index (2022)
Replay 144 daily bars of the S&P 500 from June 2022 to January 2023, navigating a 16.9% drawdown and a 5.5% single-day surge. You make decisions at 25 points, then receive an AI coach review of your simulated trading choices.
144 daily bars · 25 decision points · 2022-06 to 2023-01 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 16.9% and a 14.1% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +14.1%
- Duration
- 209 days
- Largest single-day move
- +5.5%
- 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
This scenario replays the S&P 500 through a pivotal chapter in early 2020s markets: the summer of 2022 when aggressive Federal Reserve tightening collided with peak inflation fears, and the sudden collapse of crypto exchange FTX sent shockwaves through risk assets. Starting June 29, 2022, investors entered an environment where every CPI print and Fed speech could trigger violent swings, and where the traditional playbook for equity exposure faced unprecedented stress tests across 144 trading days.
The index opened at 3818.83 and ultimately closed at 4016.95 on January 24, 2023—a modest 5.2% net gain that belies the turbulence in between. The journey included a 16.9% maximum drawdown, forcing participants to endure significant paper losses, and featured a 5.5% single-day surge that could just as easily have been a collapse. Navigating 25 decision points, including 9 critical junctures, required participants to act decisively in both directions without the comfort of hindsight.
This replay trains the habit of sizing positions for worst-case scenarios rather than best-case hopes. The drawdown magnitude exposes how easily a portfolio can be shaken into selling at the bottom, while the sharp intraday moves test emotional discipline when charts flash red or green in a single session. The modest final return reminds us that surviving volatility and maintaining decision quality through uncertainty is itself the primary objective—an often underappreciated skill that separates disciplined traders from reactive ones.