ATX Uptrend Replay (2005-05-06 to 2005-10-03)
Replay 150 days of an authentic ATX rally that climbed 25.6% from 2671.04 to 3354.73 across late 2005. Step through each session, navigate 11 decision points including 4 critical ones, and receive an AI coach review of your simulated calls.
150 daily bars · 11 decision points · 2005-04 to 2005-11 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 10.4% and a 38.0% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +38.0%
- Duration
- 217 days
- Largest single-day move
- −3.2%
- 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
In the spring of 2005, the Austrian ATX index found itself navigating a period of European market recalibration, with investors weighing regional economic signals against broader global forces. The replay begins on May 6, 2005, immersing participants in 150 daily bars of authentic market data through October 3, 2005. What was at stake was the ability to recognize and respond to a sustained uptrend while managing the psychological pressures that accompany rising prices and episodic volatility.
The ATX climbed 25.6% over this period, rising from 2671.04 to 3354.73. However, the journey was far from linear—participants faced a maximum drawdown of 10.4% and needed to navigate the largest single-bar move of 3.2%. Across the 150 trading sessions, the market presented 11 decision points, of which 4 were critical junctures that could significantly alter simulated portfolio outcomes. This combination of steady appreciation punctuated by turbulence created a demanding training environment.
The scenario teaches that uptrends demand as much discipline as volatile markets. Participants must practice separating temporary setbacks from genuine trend breaks, a distinction that separates skilled decision-makers from reactive ones. Risk management during a 25.6% advance means respecting the 10.4% drawdown threshold and not growing complacent when prices rise. The four critical decision points in this replay offer concentrated practice in judgment under uncertainty, building the psychological resilience needed to execute plans consistently when market conditions shift.