ATX Downtrend Replay (1999-08-25 to 1999-10-18)
Replay a 2.7% Austrian ATX decline across 78 daily bars spanning 1999-07-28 to 1999-11-16, confronting 4 critical decision points. Step through each authentic trading day, weigh your choices, and receive an AI coach review of your simulated decisions.
78 daily bars · 11 decision points · 1999-07 to 1999-11 · Stocks
Key facts
This window spans 111 days with a peak-to-trough drawdown of 9.3% and a 5.7% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +5.7%
- Duration
- 111 days
- Largest single-day move
- +2.5%
- Bars
- 78 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 the summer of 1999, the Austrian ATX index navigated a correction phase across 78 trading days, moving from late July through mid-November. This period placed participants in the uncomfortable position of managing a declining market backdrop where the direction of the broader trend remained uncertain. With 4 critical decision points embedded within the replay, the scenario demanded careful assessment of when to hold, reduce exposure, or maintain conviction.
The index closed the data span at 1172.67, down from an opening reference of 1205.36—a modest 2.7% net decline over the period. Yet this headline figure concealed more turbulent individual sessions, with the largest single daily move reaching 2.5% and peak-to-trough drawdown touching 9.3%. Eleven distinct decision points tested participants, requiring them to act without the benefit of hindsight on each trading day.
This replay sharpens decision-making under uncertainty by confronting traders with authentic volatility spikes and drawdown pressure. The gap between headline loss and intra-period turbulence teaches the importance of risk management processes that account for temporary setbacks. Psychological discipline becomes tangible when facing a 9.3% drawdown while the ultimate outcome is only 2.7%, training traders to evaluate decisions on their merits rather than final prices alone.