AEX Uptrend Replay (1998-06-22 to 1998-07-20)
Replay 42 authentic daily bars from the 1998 AEX rally as interactive decision training. Walk through 8 decision points, with 3 flagged as critical, and receive an AI coach review of each move you make.
42 daily bars · 8 decision points · 1998-06 to 1998-08 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 8.7% and a 15.0% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +15.0%
- Duration
- 59 days
- Largest single-day move
- −2.6%
- Bars
- 42 Daily bars
- Decision points
- 8
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 in mid-1998 presented traders with a textbook challenge: a market that seemed poised for upside but delivered a grinding, uneven advance. The data spans 42 daily bars from early June through early August 1998, capturing a period where global markets were navigating post-Asian financial crisis aftershocks and shifting interest rate expectations. For participants in this replay, the stakes were clear—identify true momentum signals amid noise, manage risk through a significant 8.7% drawdown, and make decisive choices at the 8 embedded decision points, 3 of which were deemed critical.
Despite the "uptrend" label, the actual outcome was a marginal decline: the index closed at 544.79 versus an opening reference of 545.95, representing a -0.2% net move. This modest headline number concealed considerable internal volatility: the maximum drawdown hit 8.7%, and the largest single-bar move reached 2.6%. Participants who chased early strength would have encountered sharp reversals, while those who waited for confirmation faced the dilemma of missing a rally that ultimately fizzled.
This scenario sharpens decision training on multiple fronts. Process discipline matters most when the trend is ambiguous—participants must define entry and exit criteria before bars unfold, not retroactively justify choices. Risk management is tested by that 8.7% drawdown, forcing reckoning with position sizing and stop discipline. Psychologically, the gap between an "uptrend" expectation and a slightly negative result teaches humility: markets don't always reward the obvious narrative, and the 3 critical decision points become crucibles for evaluating whether participants react to price or to their own assumptions.
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