AEX Uptrend Replay (1998-01-12 to 1998-04-21)
Replay a real Dutch AEX uptrend where the index climbed 37.2% over 140 daily bars. You step through each authentic trading day, face 11 decision points, and receive an AI coach review of your simulated choices.
140 daily bars · 11 decision points · 1997-11 to 1998-06 · Stocks
Key facts
This window spans 206 days with a peak-to-trough drawdown of 6.7% and a 40.1% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +40.1%
- Duration
- 206 days
- Largest single-day move
- +5.3%
- Bars
- 140 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 entered 1998 at the tail end of one of the most sustained equity bull markets of the 1990s. The replay spans 140 daily bars from 1997-11-17 to 1998-06-11, capturing a period where global growth optimism was lifting European equities. Participants face the core dilemma of the era: how to stay invested in a powerful uptrend while remaining prepared for inevitable setbacks. The scenario recreates authentic market conditions so learners can experience the pressure points that defined this run.
Over the full data window the AEX climbed from 397.98 to 546.03, delivering a 37.2% return. Yet the journey was far from straight; a max drawdown of 6.7% tested conviction, and the largest single-bar move of 5.3% showed how quickly sentiment could shift. The four-month decision window between 1998-01-12 and 1998-04-21 contained 11 decision points—4 flagged as critical—forcing repeated reassessments of position sizing, entry timing, and risk tolerance against an advancing but volatile market.
This replay sharpens three competencies. First, process: participants must articulate rules before acting on momentum, then compare their framework against the AI coach review. Second, risk: the 6.7% drawdown and 5.3% single-bar spike expose how easily disciplined traders can be caught off-guard by normal market behavior. Third, psychology: holding through a multi-month rally with confidence without succumbing to either premature exits or reckless overextension is the enduring test this scenario poses.