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S&P 400 MidCap Downtrend Replay (1981-11-30 to 1982-03-17)

StocksS&P MidCap 400USCorrection1981-10 to 1982-05Difficulty 1/5FreeView charts

Replay the 1981–82 S&P 400 MidCap correction spanning 150 daily bars with a 14.4% drawdown. Step through each session, navigate 11 decision points, and receive an AI coach review of your choices in this simulated market-training exercise.

150K lines
11Decision points
1Difficulty
DailyGranularity

150 daily bars · 11 decision points · 1981-10 to 1982-05 · Stocks

Key facts

This window spans 216 days with a peak-to-trough drawdown of 14.4% and a 10.0% run-up.

Max drawdown
−14.4%
Max run-up
+10.0%
Duration
216 days
Largest single-day move
+2.1%
Bars
150 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 scenario recreates the S&P 400 MidCap correction spanning the transition from late 1981 into early 1982. Covering 150 daily bars from 1981-10-06 to 1982-05-10, this period of the 1980s found equity markets wrestling with uncertainty around growth prospects, inflation dynamics, and Federal Reserve policy direction. Investors entering this replay step into a market environment where the prevailing trend was downward and the economic outlook remained murky.

The headline result shows a modest recovery: the index closed at 36.48 from an opening of 35.81, a gain of 1.9% over the full span. Yet this aggregate figure masks the turmoil beneath the surface. The maximum drawdown reached 14.4%, meaning participants who held through the worst stretches endured significant paper losses. Volatility was a persistent companion, with the largest single-bar move touching 2.1% and creating sharp intraday reversals that tested resolve.

Eleven decision points punctuate the replay, four of them critical moments where positioning choices carried amplified consequences. The scenario trains participants to manage risk under extended pressure, maintain process discipline when positions move against them, and recognize when volatility represents noise rather than signal. Each session concludes with AI coach review, transforming historical market data into a structured training ground for decision-making under uncertainty.