AEX Downtrend Replay (2004-04-23 to 2004-05-17)
Replay a real 34-bar AEX correction that fell 3.6% from 350.96 to 338.17 with a 9.4% drawdown. Step through each day, navigate 7 decision points, and receive an AI coach review of your simulated choices.
34 daily bars · 7 decision points · 2004-04 to 2004-05 · Stocks
Key facts
This window spans 49 days with a peak-to-trough drawdown of 9.4% and a 4.7% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +4.7%
- Duration
- 49 days
- Largest single-day move
- −2.5%
- Bars
- 34 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 Amsterdam Exchange Index (AEX) entered a correction phase in the spring of 2004. Over approximately six weeks, European markets were navigating mixed economic signals while investors reassessed positions after a period of relative stability. For traders and investors participating in this replay, the challenge was to manage exposure through a sustained downtrend without succumbing to panic or overconfidence.
The data reveals a decline from 350.96 to 338.17, representing a cumulative loss of 3.6% across 34 daily bars. The maximum drawdown of 9.4% tested portfolio endurance, while the largest single-bar move of 2.5% demonstrated how sudden reversals could catch even attentive participants off guard. Seven decision points punctuated this period, three of which were critical junctures where positioning choices carried heightened consequence.
This replay sharpens decision-making under pressure, revealing how corrections expose both analytical gaps and emotional vulnerabilities. Participants learn to calibrate position sizing against drawdown scenarios, maintain discipline when losses accumulate, and distinguish between noise-driven reactions and rational adjustments. The experience builds composure for navigating real market turbulence without the luxury of hindsight.
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