AEX Uptrend Replay (1999-02-18 to 1999-05-04)
Replay the 1999 AEX rally across 102 daily bars, where the index climbed 11.2% from 507.29 to 564.28. Step through each session, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
102 daily bars · 11 decision points · 1999-01 to 1999-06 · Stocks
Key facts
This window spans 148 days with a peak-to-trough drawdown of 7.4% and a 14.1% run-up.
- Max drawdown
- −7.4%
- Max run-up
- +14.1%
- Duration
- 148 days
- Largest single-day move
- −4.6%
- Bars
- 102 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.
Related scenarios
- AEX Uptrend Replay (1999-05-17 to 1999-07-15)1999 · Lv.1
- AEX Uptrend Replay (1999-08-05 to 1999-09-10)1999 · Lv.2
- AEX Uptrend Replay (1998-06-22 to 1998-07-20)1998 · Lv.1
- AEX Uptrend Replay (1994-10-05 to 1994-12-27)1994 · Lv.1
- AEX Uptrend Replay (1994-06-21 to 1994-08-29)1994 · Lv.1
- ISEQ Uptrend Replay (2000-01-26 to 2000-04-03)1999 · Lv.2
Event Replay
What happened — and what it teaches
The Dutch AEX index entered 1999 as part of a broader 1990s bull market era, presenting traders with a sustained uptrend scenario spanning 102 daily bars from January through June. Participants in this replay face the challenge of navigating a rising market where the index climbed from 507.29 to 564.28, generating an 11.2% return over the period. The scenario's complexity lies in the tension between following a clear directional bias and managing the volatility inherent in any live market.
The market's trajectory was not a straight line upward but a series of advances, pullbacks, and acceleration phases. A maximum drawdown of 7.4% tested traders' conviction along the way, while the largest single-bar move of 4.6% underscored the potential for sudden momentum shifts. With 11 decision points embedded in the replay, including 4 critical junctures, participants must calibrate entry, exit, and position-sizing strategies to capture upside while preserving capital.
This replay distills the core tension in trend-following: the psychological difficulty of holding a winning position through drawdowns versus the risk of premature exits. Decision training here emphasizes process over outcome—evaluating whether choices align with a disciplined framework rather than chasing results. The 1990s setting serves as a historical reminder that even extended rallies demand respect for risk parameters and emotional regulation.