ATX Downtrend Replay (2000-08-08 to 2000-10-18)
Replay a turbulent 2000 ATX correction across 102 daily bars, where the index slipped 1.1% and suffered a 9.8% drawdown. You step through each session, make calls at 11 decision points, and receive an AI coach review of simulated trades.
102 daily bars · 11 decision points · 2000-07 to 2000-11 · Stocks
Key facts
This window spans 144 days with a peak-to-trough drawdown of 9.8% and a 9.3% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +9.3%
- Duration
- 144 days
- Largest single-day move
- +3.0%
- Bars
- 102 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 and autumn of 2000, the Austrian Traded Index (ATX) entered a sustained correction that tested the composure of anyone tracking European equities. Over 102 daily bars spanning July to November, the benchmark slipped from 1125.92 to 1113.44, masking a far more turbulent journey beneath that modest -1.1% headline decline. This was a period where the index suffered a 9.8% drawdown and moved as much as 3.0% in single sessions, creating an environment where directional calls required both precision and patience.
The correction unfolded across 11 decision points, four of which presented critical junctures demanding clear-eyed risk assessment. Each session forced traders to evaluate whether the prevailing downtrend offered mean-reversion opportunities or signaled deeper structural weakness. The apparent flatness of the overall close camouflaged moments of acute stress and recovery, rewarding those who could distinguish noise from signal while maintaining disciplined position management.
This replay teaches that process discipline matters more than directional prophecy. Navigating a 9.8% drawdown without abandoning risk parameters requires emotional regulation and a well-defined decision framework. Traders learn to size positions consistently, accept volatility as information rather than noise, and avoid the psychological trap of recency bias during extended corrections. The value lies in building habits that survive hostile market conditions, not in predicting the next tick.