AEX Uptrend Replay (1999-05-17 to 1999-07-15)
Replay 86 daily bars of the 1999 AEX uptrend, a 4.3% advance from 540.99 to 564.44 marked by an 11.0% drawdown. Step through 11 decision points, four of them critical, and receive an AI coach review of each call in a simulated training environment.
86 daily bars · 11 decision points · 1999-04 to 1999-08 · Stocks
Key facts
This window spans 122 days with a peak-to-trough drawdown of 11.0% and a 9.9% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +9.9%
- Duration
- 122 days
- Largest single-day move
- −2.3%
- Bars
- 86 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 in the late 1990s represented one of Europe's most liquid equity markets, with the 1999 spring-summer period unfolding against a backdrop of global tech optimism and shifting rate expectations. This replay captures 86 daily bars spanning April 13 to August 13, 1999—a window where European indices navigated mixed signals while attempting to establish directional conviction. Participants face 11 decision points, 4 deemed critical, confronting the real challenge of maintaining discipline through an environment that offered no straightforward narrative.
What unfolded was a modest 4.3% advance from 540.99 to 564.44, yet this seemingly straightforward outcome concealed an 11.0% peak-to-trough drawdown—the kind of volatility that tests conviction. The largest single-bar move of 2.3% illustrates how individual sessions could swing sentiment dramatically. Navigating such conditions requires balancing exposure against drawdown risk, as positions that appear sound on paper can test emotional resolve when the index retraces meaningfully before recovering.
For decision-training purposes, this replay emphasizes process over outcome prediction. Participants learn to evaluate whether their reasoning justified the risk taken at each of the 11 decision points, particularly the 4 critical junctures. The gap between the 4.3% net gain and the 11.0% maximum drawdown reveals why disciplined position sizing and clear exit criteria matter more than directional accuracy. Psychological resilience—staying committed to a thesis through temporary setbacks—emerges as the central skill this scenario develops, offering lessons that extend well beyond this specific market episode.