ATX Uptrend Replay (1993-05-03 to 1993-09-06)
Replay a real Austrian ATX uptrend of 28.6% across 150 daily bars from March to October 1993. Work through 11 decision points, including 4 critical ones, with an AI coach reviewing each simulated move.
150 daily bars · 11 decision points · 1993-03 to 1993-10 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.1% and a 41.5% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +41.5%
- Duration
- 216 days
- Largest single-day move
- −4.1%
- 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 Austrian ATX equity index entered a sustained uptrend during the early 1990s, a decade marked by structural reform and economic modernization across Central Europe. The scenario covers 150 daily bars from March 16, 1993 to October 18, 1993, a period when investors faced the challenge of capturing upside momentum while navigating genuine volatility within a broader bull cycle. This replay asks participants to work through 11 decision points, including 4 critical nodes where directional conviction and risk calibration were simultaneously tested.
The index closed the period at 1077.56, rising from an opening of 838.08 for a total return of 28.6%. This gain did not unfold monotonically; the maximum drawdown reached 9.1%, and the largest single trading day delivered a 4.1% swing. Each of these data points represents a moment where positions faced real pressure, rewarding disciplined process over impulse.
For decision training, this replay emphasizes three dimensions. First, process: navigating 11 checkpoints requires a consistent framework, not reactive guessing. Second, risk: a 9.1% drawdown is modest in isolation but demands clear thresholds to avoid compounding errors. Third, psychology: uptrends create the temptation to over-leverage or ignore signals, while drawdowns test whether participants stay systematic. The 1990s framing anchors these lessons in authentic market behavior rather than theoretical models.
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