ATX Uptrend Replay (1995-03-30 to 1995-07-12)
Replay a 1995 Austrian ATX uptrend spanning 138 daily sessions with a 3.1% close gain. Step through each historical day, face four critical decision points, and review your simulated choices with an AI coach.
138 daily bars · 11 decision points · 1995-02 to 1995-08 · Stocks
Key facts
This window spans 203 days with a peak-to-trough drawdown of 9.2% and a 12.9% run-up.
- Max drawdown
- −9.2%
- Max run-up
- +12.9%
- Duration
- 203 days
- Largest single-day move
- +2.0%
- Bars
- 138 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
In early 1995, Austria's ATX index navigated a complex post-rate-hike environment as European markets digested shifting monetary signals and moderate corporate growth. The replay spans 138 daily sessions from February through August, presenting traders with a characteristic uptrend interrupted by volatility. Four critical decision points punctuate this historical window, demanding strategic responses to evolving price dynamics. Participants enter a market where directional bias exists but execution complexity rewards disciplined process over simple prediction.
The index closed at 1012.53, representing a 3.1% gain from 982.53. However, the journey proved volatile—a maximum drawdown of 9.2% tested position management while the largest single-bar move of 2.0% created intraday noise around trend signals. Within this 138-bar span, eleven decision points emerged, four deemed critical for simulated portfolio outcomes. The scenario captures both the opportunity and challenge of trend-following: identifying direction proved straightforward, but navigating the intermittent turbulence required conviction and sound risk protocols.
This replay teaches that trending markets punish both inaction and overconfidence. The 9.2% drawdown illustrates how correct directional calls fail without proper sizing and stop discipline. Participants confront the psychological test of maintaining exposure through adverse swings while respecting predefined risk thresholds. The experience emphasizes that trading success demands emotional regulation and process adherence—qualities developed through deliberate practice rather than outcome optimization. Historical accuracy grounds the lesson in authentic market behavior rather than idealized scenarios.
Featured in the archive