ATX Uptrend Replay (2000-12-21 to 2001-03-07)
Replay an Austrian ATX uptrend spanning 102 daily bars where the index climbed 7.1% before a 7.8% drawdown tested discipline. Work through 11 decision points day by day and receive an AI coach review of your simulated choices.
102 daily bars · 11 decision points · 2000-11 to 2001-04 · Stocks
Key facts
This window spans 148 days with a peak-to-trough drawdown of 7.8% and a 16.3% run-up.
- Max drawdown
- −7.8%
- Max run-up
- +16.3%
- Duration
- 148 days
- Largest single-day move
- +3.3%
- 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.
Related scenarios
- ATX Uptrend Replay (2001-03-22 to 2001-07-23)2001 · Lv.2
- ATX Uptrend Replay (1999-03-24 to 1999-05-04)1999 · Lv.1
- ATX Uptrend Replay (2002-10-10 to 2003-01-24)2002 · Lv.1
- ATX Uptrend Replay (1999-01-22 to 1999-03-16)1998 · Lv.2
- ATX Uptrend Replay (2003-03-12 to 2003-05-16)2003 · Lv.2
- ATX Uptrend Replay (1995-03-30 to 1995-07-12)1995 · Lv.1
Event Replay
What happened — and what it teaches
The Austrian ATX equity index entered a critical inflection period as 2000 gave way to 2001. Global markets were navigating the aftermath of the technology correction, with European equities searching for direction amid uncertainty. This replay scenario spans 102 daily bars from late November 2000 through early April 2001, placing participants in the shoes of traders managing positions through an uneven recovery marked by volatile swings and shifting sentiment. The context is a market finding its footing after a significant drawdown, where every decision point could mean the difference between capturing a modest rally or succumbing to the next wave of selling pressure.
The index rose from 1113.2 to 1192.44, a 7.1% advance, yet the path was far from linear. A 7.8% maximum drawdown tested the resolve of any participant attempting to maintain exposure through the turbulence. The largest single session swing of 3.3% underscored the emotional strain inherent in trading such conditions. Across the 11 decision points embedded in this replay—4 deemed critical—participants must navigate entries, exits, and position adjustments without the clarity that hindsight provides. Success here requires disciplined risk management and the ability to distinguish between noise and meaningful trend signals.
This scenario distills several core competencies: the discipline to hold positions through measured drawdowns rather than panic at every dip, the judgment to recognize when volatility serves as a filter rather than a warning, and the process orientation to execute a strategy consistently regardless of short-term discomfort. By confronting authentic market conditions without hindsight knowledge, traders can identify where their decision-making falters under pressure and develop more robust approaches to managing uncertainty.