S&P 400 MidCap Downtrend Replay (2014-09-02 to 2014-10-13)
Replay the S&P 400 MidCap correction that carved a 10.7% drawdown over sixty daily bars into a hands-on training scenario. Walk through 4 critical decision points day by day and receive an AI coach review on your choices, simulated capital only.
60 daily bars · 11 decision points · 2014-08 to 2014-10 · Stocks
Key facts
This window spans 84 days with a peak-to-trough drawdown of 10.7% and a 10.1% run-up.
- Max drawdown
- −10.7%
- Max run-up
- +10.1%
- Duration
- 84 days
- Largest single-day move
- −2.4%
- Bars
- 60 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 400 MidCap index entered September 2014 with investors weighing whether mid-cap valuations had stretched too far following an extended advance. Over the sixty trading days that followed through mid-October, the index would probe market conviction, expose gaps in risk discipline, and separate process-driven decisions from reactive ones. This was a defining mid-cap correction scenario, where the challenge was not capital preservation alone but maintaining strategic clarity when the noise of daily declines grows loud.
What unfolded was a measured but unmistakable downturn. The index drifted from its September opening through a peak drawdown of 10.7% before recovering to close the replay period at 1418.71, representing a net gain of 2.9% from the starting level of 1379.3. The largest single trading day move hit 2.4%, illustrating how quickly intraday volatility can test position sizing assumptions. By the numbers, this was a correction that carved double-digit losses into the index while ultimately rewarding those who held disciplined exposure.
This replay teaches that corrections are process tests first and performance tests second. Navigating eleven decision points—four marked as critical—trains the practitioner to balance conviction against evidence, size positions for volatility rather than certainty, and manage the psychological pull of loss aversion. The takeaway is not about calling the bottom or timing the recovery but about executing a repeatable framework when outcomes are uncertain. In correction environments, discipline survives where bravado does not.