AEX Uptrend Replay (2014-02-05 to 2014-07-03)
Replay a six-month AEX rally covering 150 daily bars from 2014-01-02 to 2014-08-04, including an 11-decision-point arc shaped by 4 critical moments. You walk through each session, test your reads, and receive an AI coach debrief. Simulated capital, educational use only.
150 daily bars · 11 decision points · 2014-01 to 2014-08 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 6.4% and a 9.6% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +9.6%
- Duration
- 214 days
- Largest single-day move
- +2.7%
- Bars
- 150 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 early 2014 presented traders with a textbook challenge: a six-month uptrend that ultimately closed slightly lower despite the rally narrative. The data span ran from 2014-01-02 to 2014-08-04, covering 150 daily bars across the 2010s. With 11 decision points woven into the scenario—4 of them critical—the stage was set for participants to test their reads against authentic price action during a period when European markets were finding their footing after years of volatility.
The headline numbers reveal a market that confounded simple narratives. The index moved from 399.82 to 395.95, delivering a net loss of -1.0% over the full period. Yet the journey was far more turbulent than the closing print suggests, with a maximum drawdown of 6.4% testing conviction and a largest single-bar move of 2.7% demanding real-time risk decisions. Those who entered expecting straightforward gains would have found themselves repeatedly wrongfooted by the actual rhythm of the market.
For decision training, the scenario excels at exposing the gap between narrative and reality. The critical moments punctuate a period where the difference between success and failure hinged on process rather than prediction. Participants learn to manage risk through a -1.0% outcome that contained a 6.4% trough, to respect single-bar moves of 2.7%, and to avoid anchoring on the word "rally" when the data tells a different story. This is historical market replay at its most instructive: confronting volatility without the benefit of hindsight, building the psychological resilience that no forecast can provide.