AEX Uptrend Replay (1994-10-05 to 1994-12-27)
Replay 118 daily bars of the 1994 Dutch AEX uptrend, navigating an 8.1% maximum drawdown across volatile sessions. Make your own calls at 11 decision points, then receive an AI coach review in this simulated, educational decision-training environment.
118 daily bars · 11 decision points · 1994-08 to 1995-02 · Stocks
Key facts
This window spans 167 days with a peak-to-trough drawdown of 8.1% and a 7.1% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +7.1%
- Duration
- 167 days
- Largest single-day move
- −2.1%
- Bars
- 118 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 entered the autumn of 1994 with an uptrend scenario that proved more treacherous than it appeared on the surface. Over the replay period spanning October 5 to December 27, 1994, participants faced a market that demanded careful navigation through shifting sentiment and episodic volatility in the Dutch stock market.
The authentic dataset reveals a market that went essentially nowhere: 118 daily bars resulted in a flat close of 187.88 to 187.92, a nominal 0.0% move. Yet this apparent stasis concealed meaningful turbulence. The maximum drawdown of 8.1% tested conviction, while the largest single-bar move of 2.1% showed how quickly positions could be challenged. Participants encountered 11 decision points, of which 4 were flagged as critical, demanding clear-headed judgment when the directional signal remained ambiguous.
This scenario distills essential lessons in risk discipline and psychological management. A flat closing price paired with an 8.1% drawdown illustrates how easily capital erodes when conviction wavers. The 118 trading sessions trained decision-makers to hold discipline when price action offered no clear trend confirmation. The core teaching: navigating periods of apparent stasis with underlying volatility requires position management, defined rules, and emotional composure rather than reliance on directional calls alone. Historical market replay sharpens the recognition that process consistency matters more than outcome prediction.
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