ATX Downtrend Replay (1994-02-01 to 1994-06-06)
Replay a four-month ATX correction on the Vienna stock exchange across 150 daily bars from 1993-12-13 to 1994-07-20, with a maximum drawdown of 17.3%. You step through each authentic trading day, face 11 decision points, and receive an AI coach review of your simulated choices for educational insight.
150 daily bars · 11 decision points · 1993-12 to 1994-07 · Stocks
Key facts
This window spans 219 days with a peak-to-trough drawdown of 17.3% and a 13.7% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +13.7%
- Duration
- 219 days
- Largest single-day move
- +3.6%
- 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 ATX correction replay places you in the early 1990s Austrian equity market. You step through 150 daily bars spanning 1993-12-13 to 1994-07-20, experiencing a four-month downturn from February to June 1994. The era was marked by post-Cold War economic transition in Central Europe, and the Vienna Stock Exchange faced shifting sentiment as regional markets adjusted. Eleven decision points test your ability to read deteriorating price action and manage risk through a correction that eventually saw a maximum drawdown of 17.3%.
The period opened near 1098.65 and closed around 1075.96, representing a modest -2.1% net decline over the full span. However, the true test lay in the intermediate swings—price action carved out a maximum drawdown of 17.3% as the correction unfolded, punctuated by a largest single-bar move of 3.6%. This reveals that directional losses obscured the more volatile internal behavior; navigating the turbulence demanded far more than simply holding a static position.
This scenario sharpens several competencies. First, you confront the psychological strain of watching unrealized losses expand toward double digits while the headline close figure appears benign. Second, the 11 decision points—4 deemed critical—demand that you distinguish between temporary price noise and genuine trend deterioration. Finally, the 3.6% single-bar episodes underscore the importance of sizing positions so that isolated shocks cannot derail your broader plan. The 1990s framing grounds these lessons in an authentic historical context, reinforcing that disciplined process, not outcome, defines good decision-making.
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