S&P 600 SmallCap Downtrend Replay (2015-12-01 to 2016-02-11)
Replay 100 daily bars of the S&P 600 SmallCap correction from October 2015 through March 2016, a span that included a 17.4% drawdown. Step into 11 decision points, including 4 critical ones, make your calls day by day, and receive an AI coach review in this simulated, educational-only environment.
100 daily bars · 11 decision points · 2015-10 to 2016-03 · Stocks
Key facts
This window spans 146 days with a peak-to-trough drawdown of 17.4% and a 14.5% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +14.5%
- Duration
- 146 days
- Largest single-day move
- +3.2%
- Bars
- 100 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 S&P 600 SmallCap index entered a correction phase during the 2010s, with the replay spanning from October 23, 2015 through March 17, 2016. This 100-bar daily replay captures a period when small-cap stocks faced mounting pressure, creating an environment where investors confronted difficult allocation decisions amid shifting sentiment. The market backdrop combined macroeconomic uncertainty with sector-specific challenges that tested even experienced participants.
The price trajectory tells a story of volatility: the index closed at 56.69 and ultimately settled at 55.29, representing a -2.5% net decline over the period. Yet this modest headline number obscures the real turbulence beneath the surface. The maximum drawdown reached 17.4%, meaning peak-to-trough losses substantially exceeded the final outcome. The largest single-bar move of 3.2% demonstrates how individual sessions could deliver sharp reversals that challenged position sizing and stop-loss discipline.
This replay sharpens decision training by placing participants inside 11 decision points, including 4 critical moments where conviction and risk management intersected. The educational value lies not in predicting direction but in developing consistent processes for sizing, adjusting, and managing exposure when the trend turns hostile. Psychology matters as much as analysis here: the gap between headline loss and actual drawdown tests whether traders can hold to their plans when interim losses mount, or whether fear drives premature exits. Historical context transforms abstract volatility into concrete lessons about resilience and disciplined risk control.