AEX Uptrend Replay (1992-10-30 to 1993-04-19)
Replay six months of Dutch AEX history across 150 daily bars, where the index climbed 10.6% from 126.95 to 140.44. Step through each session, tackle 11 decision points, and receive AI coach feedback in a simulated training environment.
150 daily bars · 11 decision points · 1992-10 to 1993-05 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 4.8% and a 18.9% run-up.
- Max drawdown
- −4.8%
- Max run-up
- +18.9%
- Duration
- 217 days
- Largest single-day move
- +1.8%
- 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.
Event Replay
What happened — and what it teaches
The Dutch AEX index provides a compelling window into European equity markets during the early 1990s. This replay spans six months of authentic market history—from late October 1992 through mid-April 1993—compressed into 150 daily bars. Participants face the task of navigating a market that shifted from uncertainty toward gradual optimism as European monetary system tensions evolved. The scenario captures a period when global investors were recalibrating their exposure to continental European equities following currency realignments and interest rate adjustments.
The index climbed 10.6% over the period, rising from 126.95 to 140.44. This steady advance occurred within a context of measured volatility: the maximum drawdown never exceeded 4.8%, and the largest single daily move was just 1.8%. These statistics reveal a market that rewarded patience and disciplined position management rather than dramatic tactical shifts. Eleven decision points punctuate the replay, with four marked as critical junctures where directional conviction was truly tested.
For decision training purposes, this scenario excels at teaching process over prediction. With daily fluctuations capped at 1.8%, the environment rewards incremental adjustment rather than bold leaps. The 4.8% maximum drawdown serves as a stark reminder that even trending markets punish overexposure. Navigating 11 decision points—four of them critical—develops the psychological stamina required to maintain conviction through ambiguity. The lesson is clear: in low-volatility trending environments, survival and eventual capture of gains depend equally on risk discipline and emotional composure as on directional accuracy.
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