S&P 400 MidCap Downtrend Replay (2002-12-02 to 2003-03-12)
Replay a four-month S&P 400 MidCap slide with a 14.5% drawdown across 138 authentic daily bars. Step through 11 decision points, four flagged as critical, and receive an AI coach review of every choice in a simulated training environment.
138 daily bars · 11 decision points · 2002-10 to 2003-04 · Stocks
Key facts
This window spans 201 days with a peak-to-trough drawdown of 14.5% and a 13.9% run-up.
- Max drawdown
- −14.5%
- Max run-up
- +13.9%
- Duration
- 201 days
- Largest single-day move
- +4.0%
- Bars
- 138 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
In late 2002, the S&P 400 MidCap index entered a pronounced correction phase, a period when mid-cap equities faced mounting selling pressure amid lingering uncertainty from the dot-com bust aftermath. Spanning 138 authentic daily bars from October 2002 through April 2003, this scenario places trainees at the helm of decisions during a historically complex chapter for US equities. The stakes were clear: navigate a market environment where drawdowns threatened portfolio values and every decision point carried heightened consequence.
The index closed the data span at 438.79, representing a 9.4% gain from an opening close of 401.11. Yet this headline figure obscures the turbulence beneath: a maximum drawdown of 14.5% tested portfolio endurance, while the largest single-day move of 4.0% underscored intraday volatility that could unsettle even disciplined practitioners. Eleven decision points punctuated the replay, four flagged as critical moments where positioning choices bore amplified impact on simulated outcomes.
This replay excels as a training vehicle precisely because the market delivered neither a clean slide nor a smooth recovery. Trainees must confront the psychological challenge of holding positions through a 14.5% drawdown, managing risk when volatility spikes, and recognizing that process discipline matters more than any single outcome. The scenario cultivates risk awareness, emotional regulation, and a respect for market cycles that no theoretical framework alone can instill.