ATX Downtrend Replay (2001-07-23 to 2001-10-30)
Replay a 138-bar Austrian ATX correction spanning 2001-05-31 to 2001-12-18, where the index slipped 5.7% to 1127.08. Walk through each authentic trading day, face 11 decision points, and receive an AI coach review of your simulated choices.
138 daily bars · 11 decision points · 2001-05 to 2001-12 · Stocks
Key facts
This window spans 201 days with a peak-to-trough drawdown of 18.6% and a 12.1% run-up.
- Max drawdown
- −18.6%
- Max run-up
- +12.1%
- Duration
- 201 days
- Largest single-day move
- −3.2%
- Bars
- 138 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 2001, the Austrian ATX index entered a correction phase that would test every trader's resolve. The market, which had experienced the volatility of the dot-com era, faced headwinds from global economic uncertainty. Participants entering this replay step into a 138-bar journey through one of the decade's most challenging periods for European equities. The mission: navigate daily price action with $0 at risk while facing authentic market conditions.
The index opened at 1194.81 and ultimately closed at 1127.08, representing a 5.7% decline over the full data span from May 31 to December 18, 2001. However, the journey was far rockier than the final number suggests. Maximum drawdown reached 18.6%, meaning paper losses at various points substantially exceeded the ultimate outcome. The largest single-bar move of 3.2% demonstrates how sudden reversals could catch unprepared participants off guard. Throughout this correction, traders confronted 11 decision points, with 4 deemed critical moments where positioning choices carried heightened consequence.
This scenario excels as a training ground for managing adverse market conditions. The correction environment forces participants to practice position sizing discipline, as a 18.6% drawdown can devastate concentrated portfolios. The multiple decision points train pattern recognition under uncertainty, while the critical junctures test emotional regulation when stakes feel elevated. Historical replays like this build what experience cannot always provide: repeated exposure to decline scenarios in a consequence-free setting, developing the psychological resilience necessary when real capital is on the line.