Default · S&P 500 Index (2023)
Replay 142 daily bars of the S&P 500 from October 2022 to May 2023, a stretch that included a 7.8% drawdown and a 5.5% single-session jump. Step through each session, weigh 25 decision points, and receive AI coach feedback in this educational market replay.
142 daily bars · 25 decision points · 2022-10 to 2023-05 · Stocks
Key facts
This window spans 205 days with a peak-to-trough drawdown of 7.8% and a 12.4% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +12.4%
- Duration
- 205 days
- Largest single-day move
- +5.5%
- 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 entered October 2022 navigating one of its most treacherous periods since the pandemic shock. Markets were adjusting to aggressive Federal Reserve tightening, persistent inflation pressures, and growing recession anxieties. The index that would span 142 trading sessions from late October 2022 through mid-May 2023 carried immense consequence for investors managing portfolios through an era of policy uncertainty and elevated volatility.
By the replay's conclusion, the index had moved from 3797.34 to 4158.77, delivering a 9.5% gain across the 142 daily bars. Yet this seemingly straightforward return obscures the turbulence beneath the surface—a 7.8% maximum drawdown tested portfolio resilience, while a 5.5% single-session swing demonstrated how quickly sentiment could shift. Navigating this terrain required confronting 25 decision points, 9 of which the replay identifies as critical inflection moments demanding careful analysis and risk assessment.
This scenario distills essential lessons in risk management and decision psychology. The gap between headline returns and actual trading experience reveals why process discipline matters more than outcome prediction. Participants learn to manage exposure through volatility rather than react to it, developing the emotional equilibrium required when drawdowns materialize and momentum reverses unexpectedly. The SVB-era market provided a masterclass in distinguishing between noise and signal—a skillset that transcends any single historical period.