S&P 400 MidCap Downtrend Replay (2006-05-08 to 2006-06-13)
Replay a 2006 S&P 400 MidCap correction that fell 5.1% over 52 daily bars. Step through each session, face 9 decision points including 3 critical ones, and receive an AI coach review in a simulated educational setting.
52 daily bars · 9 decision points · 2006-04 to 2006-06 · Stocks
Key facts
This window spans 72 days with a peak-to-trough drawdown of 12.4% and a 6.2% run-up.
- Max drawdown
- −12.4%
- Max run-up
- +6.2%
- Duration
- 72 days
- Largest single-day move
- +3.2%
- Bars
- 52 Daily bars
- Decision points
- 9
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 scene recreates the S&P 400 MidCap index during a correction phase spanning from April 18 to June 29, 2006 — a 52-daily-bar window that captures a sustained downtrend within the broader 2000s bull market. Participants enter this replay knowing the index is mid-correction, with approximately 801.53 as the entry baseline, and must navigate a period where the prevailing trend has shifted from resilience to vulnerability. What is at stake is not capital preservation alone, but the development of disciplined decision-making under declining price pressure.
By the close of this period, the index had fallen from 801.53 to 760.92, representing a 5.1% decline. The correction reached a maximum drawdown of 12.4%, while the largest single-bar move hit 3.2%, reflecting the kind of sharp intraday reversals that test any position strategy. Nine decision points are embedded throughout this replay — three flagged as critical — requiring participants to respond to shifting sentiment at key inflection moments rather than simply riding a linear decline.
This scenario distills three core lessons for decision training. First, process matters more than outcome: navigating a 12.4% drawdown with a sound framework builds skills that transfers across instruments. Second, risk calibration is ongoing — a 3.2% single-bar move reminds participants that volatility clusters, and position sizing must account for sequential loss scenarios. Third, psychology is the differentiator: maintaining composure when the index is down 5.1% and facing a critical decision point separates disciplined traders from reactive ones. The 2000s era framing grounds these lessons in a historical context where mid-cap volatility was a recurring feature, not an anomaly.
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