S&P 400 MidCap Downtrend Replay (1981-11-30 to 1982-03-17)
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.
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
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.
Related scenarios
- S&P 400 MidCap Downtrend Replay (1981-08-13 to 1981-09-25)1981 · Lv.2
- S&P 400 MidCap Downtrend Replay (1982-05-12 to 1982-08-12)1982 · Lv.2
- S&P 400 MidCap Downtrend Replay (1983-09-26 to 1984-07-24)1983 · Lv.2
- S&P 400 MidCap Downtrend Replay (1983-06-24 to 1983-08-08)1983 · Lv.1
- S&P 400 MidCap Downtrend Replay (1985-07-17 to 1985-10-08)1985 · Lv.2
- S&P 400 MidCap Downtrend Replay (1986-07-03 to 1986-08-06)1986 · Lv.1
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.
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