ATX Uptrend Replay (2002-10-10 to 2003-01-24)
Replay a 140-bar slice of the ATX from August 2002 to March 2003, navigating a market that ended up just 0.4% while suffering a 12.1% drawdown. Make decisions at 11 key points, face 4 critical junctures, and receive an AI coach review of your reasoning on simulated capital only.
140 daily bars · 11 decision points · 2002-08 to 2003-03 · Stocks
Key facts
This window spans 204 days with a peak-to-trough drawdown of 12.1% and a 18.3% run-up.
- Max drawdown
- −12.1%
- Max run-up
- +18.3%
- Duration
- 204 days
- Largest single-day move
- −2.9%
- Bars
- 140 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 enters the replay window in late August 2002, poised at 1123.4. The 2000s decade has already delivered one severe bear market, and investors are navigating an environment of lingering uncertainty. This 140-bar replay stretches from 2002-08-21 to 2003-03-13, testing participants' ability to read momentum shifts and manage risk in a market that appears directionless on the surface.
The period concluded with the index at 1128.17, a gain of just 0.4%—yet this bland headline number conceals a more turbulent journey. A maximum drawdown of 12.1% tested portfolio endurance, while the largest single daily move of 2.9% underscored sudden volatility spikes. Eleven decision points were embedded throughout, four of them marked as critical junctures where direction and conviction were most demanded.
What does this scenario train? Participants learn that flat markets demand disciplined risk management—the 12.1% drawdown illustrates how even sideways action can erode capital. The interplay of small daily moves toward the 2.9% extreme teaches volatility awareness. With four critical decision points compressed into 140 bars, the scenario sharpens judgment under pressure, reinforcing that process and risk control matter more than outcome prediction.