S&P 600 SmallCap Downtrend Replay (2000-11-03 to 2000-11-30)
Replay the 2000 S&P 600 SmallCap correction across 38 daily bars, where prices slipped 0.5% and drawdowns reached 11.1%. Walk through 7 decision points day by day in this simulated environment, then receive an AI coach review of your choices.
38 daily bars · 7 decision points · 2000-10 to 2000-12 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 11.1% and a 10.5% run-up.
- Max drawdown
- −11.1%
- Max run-up
- +10.5%
- Duration
- 54 days
- Largest single-day move
- +4.5%
- Bars
- 38 Daily bars
- Decision points
- 7
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 the fall of 2000, the S&P 600 SmallCap index entered a correction phase that tested investors across 38 daily trading bars spanning October 20 to December 13. This period placed market participants in a challenging environment where prices were declining and volatility was elevated, requiring careful navigation of a sustained downtrend in small-cap equities.
The replay captures the essence of this correction: prices slipped from 17.45 to 17.36, a modest -0.5% net decline, yet the journey was far from calm. The index experienced a maximum drawdown of 11.1% and faced its largest single-bar move of 4.5%, illustrating how a relatively flat closing outcome can contain substantial intermediate turbulence. Seven decision points were embedded in this span, three of them critical moments demanding decisive action under uncertainty.
This historical episode serves as a valuable training ground for developing disciplined decision processes. Participants learn that drawdowns can exceed final price losses, that volatility clusters around key turning points, and that maintaining composure during a -0.5% net move requires the same risk management rigor as more dramatic declines. The scenario reinforces that small-cap environments in the 2000s demanded both patience and proactive position management, making it an essential case study for understanding correction dynamics and investor psychology under sustained pressure.