AEX Downtrend Replay (2000-03-28 to 2000-04-17)
Replay a 30-day AEX correction from 2000-03-16 to 2000-04-28, where the index slipped 0.3% while suffering a 7.3% drawdown. Walk through seven decision points day by day and receive an AI coach review of your choices. Simulated capital, purely educational.
30 daily bars · 7 decision points · 2000-03 to 2000-04 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 7.3% and a 4.9% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +4.9%
- Duration
- 43 days
- Largest single-day move
- +2.8%
- Bars
- 30 Daily bars
- Decision points
- 7
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 late March 2000 navigated a market shaped by the tail end of the dot-com mania that had driven European equities to elevated valuations. The replay window from March 16 to April 28, 2000 spans 30 trading days of correction phase, a period where distinguishing between a healthy pullback and the onset of a sustained decline carried significant portfolio implications. Participants entering this scenario faced the challenge of managing positions through heightened uncertainty while maintaining discipline.
Over these 30 daily bars, the AEX closed at 661.38, down merely 0.3% from its opening close of 663.39. Yet this benign net figure concealed substantial intra-period turbulence: the index endured a maximum drawdown of 7.3% while its largest single-bar move reached 2.8%. Seven decision points punctuated this correction, three of which were designated critical, demanding traders commit to directional positioning in environments where conviction was tested.
This replay illuminates how modest net outcomes can mask significant volatility. The 7.3% drawdown serves as a reminder that protecting capital demands more than directional accuracy; position sizing, stop discipline, and emotional control during adverse moves are equally consequential. The three critical junctures train practitioners to act decisively under pressure rather than defer decisions, while the broader correction arc tests whether one's process accounts for the psychological temptation to hold through drawdowns or exit prematurely. The value lies not in predicting the outcome but in executing a repeatable, risk-conscious approach through uncertain markets.