AEX Uptrend Replay (1997-04-03 to 1997-08-07)
Replay the Dutch AEX 1997 boom across 150 daily bars where the index climbed 25.5% before a 15.3% drawdown. Step through each session, tackle 11 decision points, and receive an AI coach review of your simulated choices.
150 daily bars · 11 decision points · 1997-02 to 1997-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 15.3% and a 44.0% run-up.
- Max drawdown
- −15.3%
- Max run-up
- +44.0%
- Duration
- 216 days
- Largest single-day move
- +4.9%
- 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 in early 1997 stood at a crossroads familiar to many developed-market indices of the era: strong underlying economic momentum, but a tape that demanded conviction from anyone willing to stay long through the inevitable mid-trend wobbles. This replay compresses 150 daily bars, beginning on 14 February 1997 and running through 18 September 1997, into a focused decision-training scenario centered on the boom phase from 3 April to 7 August. The stakes are process-driven rather than predictive: trainees must read each session, size exposure thoughtfully, and learn to distinguish durable trend behavior from short-lived spikes, all without the comfort of hindsight.
Over the scripted window the AEX advances from a 326.49 open to a 409.66 peak, a 25.5% climb that captures the euphoria of the period while reminding learners that no advance is a straight line. Within that run the index absorbs a maximum drawdown of 15.3%, and on one particularly volatile session it records a single-bar move of 4.9%, large enough to test any risk management framework. Eleven decision points punctuate the scenario, four of them flagged as critical, forcing the trainee to choose between holding, hedging, or stepping aside exactly where the historical record later rewarded or punished different disciplines.
The pedagogical payoff lies less in nailing the 25.5% advance and more in rehearsing the reflex of decision-making under volatility. A 15.3% pullback inside a 25.5% uptrend is a textbook reminder that drawdowns are a feature of bull markets, not evidence that the thesis has failed, and the 4.9% session move underscores how quickly conviction can be shaken. Trainees should leave the replay with sharper habits: pre-committed exit rules, respect for single-day shocks, and the humility to accept that even favorable eras punish process errors. The goal is calibrated behavior, not a crystal ball.
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