ATX Downtrend Replay (1999-07-05 to 1999-08-02)
Replay 42 daily bars of the 1999 Austrian ATX correction, watching the index slip from 1204.18 to 1192.03 with an 8.7% drawdown. Step through each session, tackle eight decision points, and receive an AI coach review of your simulated choices.
42 daily bars · 8 decision points · 1999-06 to 1999-08 · Stocks
Key facts
This window spans 59 days with a peak-to-trough drawdown of 8.7% and a 6.1% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +6.1%
- Duration
- 59 days
- Largest single-day move
- −2.0%
- Bars
- 42 Daily bars
- Decision points
- 8
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.
Related scenarios
- ATX Downtrend Replay (1999-08-25 to 1999-10-18)1999 · Lv.1
- ATX Downtrend Replay (2000-01-10 to 2000-02-07)1999 · Lv.2
- ATX Downtrend Replay (2000-08-08 to 2000-10-18)2000 · Lv.1
- ATX Downtrend Replay (2000-06-09 to 2000-07-18)2000 · Lv.1
- ATX Downtrend Replay (2001-07-23 to 2001-10-30)2001 · Lv.1
- ATX Downtrend Replay (2000-02-14 to 2000-03-07)2000 · Lv.2
Event Replay
What happened — and what it teaches
In mid-1999, the Austrian ATX index entered a correction phase against the backdrop of the 1990s bull market era. The dataset spans from June 18 to August 16, 1999, encompassing 42 daily bars that document a significant shift in market sentiment. Eight decision points are embedded throughout this replay, with three marked as critical junctures where portfolio positioning would face serious tests.
The index closed the period at 1192.03, slipping from 1204.18, for a net decline of -1.0%. Yet the true stress revealed itself between the endpoints: maximum drawdown reached 8.7%, and the largest single-bar move measured 2.0%. This pattern of modest headline erosion masking deeper intrabar turbulence created a treacherous environment for momentum-driven strategies.
This replay sharpens three core competencies. First, disciplined drawdown management when the index swings 2.0% in a single session. Second, conviction testing at critical points where an 8.7% trough threatens to shake confidence. Third, risk awareness that a -1.0% final loss can conceal underlying portfolio stress requiring active assessment rather than passive endurance.