ATX Downtrend Replay (2002-05-02 to 2002-10-10)
Step into a brutal 2002 Austrian ATX descent where the index slid 16.0% across 150 daily bars with a 26.0% drawdown. Replay each session, navigate critical decision points, and receive an AI coach review in this simulated training environment.
150 daily bars · 11 decision points · 2002-04 to 2002-11 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 26.0% and a 9.1% run-up.
- Max drawdown
- −26.0%
- Max run-up
- +9.1%
- Duration
- 217 days
- Largest single-day move
- −4.4%
- Bars
- 150 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
The Austrian ATX index, Vienna's primary equity benchmark, entered a turbulent phase in the early 2000s. The period from May 2, 2002 to October 10, 2002 represented a critical test for investors navigating a market plagued by lingering tech bubble aftermath and global economic uncertainty. This was not merely another routine market cycle—it was a structured environment designed to expose decision-making under sustained directional pressure, where every session carried weight and every choice compounded.
Across 150 daily bars spanning April 3, 2002 to November 6, 2002, the ATX descended from 1302.75 to 1094.74, representing a cumulative decline of -16.0%. The journey proved harsher than the headline figure suggests, with a maximum drawdown of 26.0% carving through portfolios. Volatility manifested in concentrated moves, including a largest single-bar swing of 4.4%, while eleven decision points emerged throughout the replay—four of them flagged as critical junctures where responses carried amplified consequence.
This historical descent offers a rigorous training ground for examining how judgment erodes under prolonged market stress. The gap between the -16.0% total decline and the 26.0% maximum drawdown reveals how portfolios can bleed more than aggregate statistics imply. Participants confront the psychological test of holding through deterioration, the temptation to average down, and the discipline required to maintain risk parameters when momentum favors the downside. The scenario ultimately emphasizes that surviving extended drawdowns demands systematic position sizing, predefined exit logic, and emotional regulation—all learnable skills that this replay is designed to sharpen.