ATX Downtrend Replay (2006-05-08 to 2006-05-22)
Replay 30 trading days of the 2006 ATX correction as the index falls 13.5% from 4258.5 to 3684.27 with an 18.1% drawdown. Step through each daily bar, face 7 decision points, and receive an AI coach review of your simulated choices in this educational market-replay.
30 daily bars · 7 decision points · 2006-04 to 2006-06 · Stocks
Key facts
This window spans 46 days with a peak-to-trough drawdown of 18.1% and a 8.7% run-up.
- Max drawdown
- −18.1%
- Max run-up
- +8.7%
- Duration
- 46 days
- Largest single-day move
- −7.5%
- Bars
- 30 Daily bars
- Decision points
- 7
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 Downtrend Replay (2007-12-27 to 2008-01-23)2007 · Lv.3
- ATX Downtrend Replay (2007-10-31 to 2007-11-21)2007 · Lv.3
- ATX Downtrend Replay (2009-01-07 to 2009-01-23)2008 · Lv.2
- ATX Downtrend Replay (2008-07-23 to 2008-08-19)2008 · Lv.2
- ATX Downtrend Replay (2009-02-09 to 2009-03-02)2009 · Lv.3
- ATX Downtrend Replay (2001-07-23 to 2001-10-30)2001 · Lv.1
Event Replay
What happened — and what it teaches
The Austrian ATX index enters a pronounced correction phase in the spring of 2006, offering traders a rare window into how a mature European equity market digests a sustained downtrend. The replay spans 30 trading days from April 21 to June 6, 2006, challenging participants to navigate the index through its most turbulent stretch of the decade. This is not a snapshot but a full-cycle experience where every entry, exit, and position adjustment carries consequences.
The math is stark: the ATX retreats 13.5% from 4258.5 to 3684.27, with peak-to-trough drawdown reaching 18.1%. A single session witnessed a 7.5% swing—the kind of intraday violence that separates disciplined traders from impulse-driven ones. Seven decision points punctuate the replay, three deemed critical moments where positioning choices determine whether participants preserve capital or accelerate losses.
The teaching here is fundamentally about psychology under pressure. How do you respond when positions move against you day after day? The 18.1% drawdown tests whether you stick to your process or abandon discipline. The 7.5% single-bar moves demand split-second choices on risk management. This replay builds the emotional resilience needed to execute a coherent strategy when markets are falling, turning abstract knowledge into practiced response patterns.
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