AEX Uptrend Replay (1993-09-15 to 1994-01-31)
Step into a 1993–1994 AEX uptrend where the index climbed 24.1% across 150 daily bars. Replay each session, navigate 11 decision points, and receive an AI coach review in this simulated educational scenario.
150 daily bars · 11 decision points · 1993-08 to 1994-03 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 7.2% and a 28.1% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +28.1%
- Duration
- 210 days
- Largest single-day move
- +2.5%
- 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
In the early 1990s, the Dutch AEX index represented one of Europe's key equity markets. The period from August 1993 to March 1994 marked a significant uptrend phase, presenting traders and investors with classic momentum challenges. This 150-bar daily replay captures the essence of navigating a sustained advance—where to add exposure, when to protect gains, and how to manage the psychological pressure of a rising market. The scenario offers 11 decision points, 4 of them marked as critical moments where directional calls carried substantial consequence.
The index climbed from 155.35 to 192.75, delivering a 24.1% gain over the 150 trading days. However, the path was not monotonic—investors faced a maximum drawdown of 7.2%, testing conviction during pullbacks. The largest single-day move reached 2.5%, illustrating that even trending markets produce intraday volatility that can unsettle position management. This combination of solid directional performance punctuated by meaningful reversals created repeated inflection points demanding disciplined execution.
The scenario trains participants to confront three persistent challenges in trending markets. First, process discipline: adhering to predefined entry and exit rules when prices oscillate. Second, risk calibration: appropriately sizing positions given a 7.2% peak-to-trough exposure. Third, psychological resilience: maintaining conviction through 2.5% single-day drops that might trigger panic in less prepared traders. By replaying authentic 1990s market behavior, participants develop experiential judgment without financial risk.
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