Skip to main content

ATX Uptrend Replay (1995-10-23 to 1996-02-07)

StocksATXATBoom1995-09 to 1996-03Difficulty 2/5FreeView charts

Replay Austria's ATX uptrend across 142 daily bars from 1995-09-01 to 1996-03-27, navigating an 11-decision-point climb. Work through each historical session, face four critical pivots, and receive an AI coach review of your choices. Simulated capital, purely educational.

142K lines
11Decision points
2Difficulty
DailyGranularity

142 daily bars · 11 decision points · 1995-09 to 1996-03 · Stocks

Key facts

This window spans 208 days with a peak-to-trough drawdown of 14.2% and a 24.1% run-up.

Max drawdown
−14.2%
Max run-up
+24.1%
Duration
208 days
Largest single-day move
+3.0%
Bars
142 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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 index enters the replay window in the autumn of 1995, a period when European markets were adjusting to post-crisis conditions while global growth remained tentative. This scenario spans 142 daily bars from September 1995 through March 1996, placing traders inside a moderate but instructive uptrend. Eleven decision points punctuate the journey, four of them flagged as critical pivots where directional conviction gets tested. The task is not to chase a spectacular rally but to navigate a real historical sequence with authenticity.

The numbers tell a measured story. Starting from a base near 1023.6, the ATX closed the period at 1067.43, delivering a net advance of 4.3 percent. That headline figure conceals the roughness beneath: a maximum drawdown of 14.2 percent forced any participant to endure significant interim losses, and the largest single daily move reached 3.0 percent. The uptrend was genuine, but it was neither smooth nor forgiving.

What this replay trains is the discipline of staying present in imperfect conditions. Holding through a 14.2 percent drawdown while a trend grinds higher demands emotional regulation and a clear process for evaluating whether the original thesis remains intact. Decision point four asks whether to add, hold, or exit when the market wobbles. These are the moments that separate mechanical chart-following from adaptive judgment. The 1990s context reminds us that volatility is not a modern invention and that patient capital, guided by structured review, can navigate even modest-looking moves productively.