Russell 2000 Uptrend Replay (2001-09-21 to 2002-01-04)
Replay a 146-bar Russell 2000 stretch where a -0.9% net move masked a 22.6% drawdown. Step through each daily bar, face 4 critical decision points, and receive an AI coach review of your simulated choices.
146 daily bars · 11 decision points · 2001-07 to 2002-02 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 22.6% and a 31.8% run-up.
- Max drawdown
- −22.6%
- Max run-up
- +31.8%
- Duration
- 217 days
- Largest single-day move
- −5.2%
- Bars
- 146 Daily bars
- Decision points
- 11
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 Russell 2000 index presents traders with a historically instructive stretch from September 21, 2001 through January 4, 2002. This period arrived in the turbulent wake of the September 11 attacks, when small-cap stocks faced extraordinary uncertainty. Navigating this landscape required traders to balance exposure to a potential recovery while managing the psychological weight of a market still reeling from trauma. The stakes were high: misjudging entry or exit points could mean significant capital erosion during a period when emotional decision-making was amplified by ongoing market instability.
Against this backdrop, the index delivered a deceptively flat outcome. Across the 146-bar dataset spanning July 25, 2001 to February 27, 2002, the close shifted from 476.99 to 472.61, a mere -0.9% net decline. Yet this modest headline number concealed a far more volatile journey, with a maximum drawdown of 22.6% testing the resolve of anyone holding positions through the turbulence. The largest single-bar move of 5.2% further illustrates how even a single session could produce losses that would shake confidence in even the most disciplined approach.
This scenario excels as a decision-training exercise precisely because the numbers tell only half the story. Traders encounter 11 decision points across the replay, with 4 critical moments demanding decisive action under pressure. The gap between headline result and actual journey exposes how performance evaluation can mislead without understanding volatility. For training purposes, the focus shifts from predicting direction to mastering process: position sizing, stop discipline, and emotional regulation become the real metrics of success when markets swing 22.6% against you while technically finishing flat.