ATX Downtrend Replay (2000-06-09 to 2000-07-18)
Replay a 7.0% ATX drawdown across 52 daily bars from May 19, 2000, feeling the pressure of a sharp 3.0% single-session swing. Walk through nine decision points day-by-day, get AI coach feedback, and sharpen your instinct for correction volatility, simulated capital only.
52 daily bars · 9 decision points · 2000-05 to 2000-08 · Stocks
Key facts
This window spans 76 days with a peak-to-trough drawdown of 7.0% and a 7.4% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +7.4%
- Duration
- 76 days
- Largest single-day move
- +3.0%
- Bars
- 52 Daily bars
- Decision points
- 9
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 (2000-08-08 to 2000-10-18)2000 · Lv.1
- ATX Downtrend Replay (2001-07-23 to 2001-10-30)2001 · Lv.1
- ATX Downtrend Replay (1999-08-25 to 1999-10-18)1999 · Lv.1
- ATX Downtrend Replay (2000-02-14 to 2000-03-07)2000 · Lv.2
- ATX Downtrend Replay (2000-01-10 to 2000-02-07)1999 · Lv.2
- ATX Downtrend Replay (1999-07-05 to 1999-08-02)1999 · Lv.1
Event Replay
What happened — and what it teaches
In the summer of 2000, the ATX faced a correction that tested every trader's composure. Across 52 daily bars from May 19 to early August, Austrian equities navigated a period of sustained downward pressure. Nine decision points—including three critical moments—awaited participants, demanding responses to evolving price action without the benefit of hindsight. The era's tech-driven optimism was giving way to reassessment, making this a textbook study in managing corrections.
By the close of the period, the index had recovered to 1158.28 from an opening 1137.44, delivering a modest 1.8% net gain. Yet this benign headline number concealed the journey within: a maximum drawdown of 7.0% tested portfolios along the way, and a single-session swing of 3.0% demonstrated how quickly sentiment could shift. The gap between start and finish told only part of the story—the real drama unfolded in the between.
For decision training, this replay exposes the psychological distance between knowing a correction will happen and navigating one in real time. Traders must manage position sizing, timing of entries and exits, and the emotional weight of consecutive losing days. The three critical decision points serve as focal moments where small differences in response compound into meaningfully different outcomes. Understanding that corrections are inevitable but their precise paths unknowable is the core insight this 2000s vintage scenario imparts.